Stochastic integration with respect to cylindrical Lévy processes by p-summing operators

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Abstract

We introduce a stochastic integral with respect to cylindrical Lévy processes with finite p-th weak moment for p∈ [1 , 2]. The space of integrands consists of p-summing operators between Banach spaces of martingale type p. We apply the developed integration theory to establish the existence of a solution for a stochastic evolution equation driven by a cylindrical Lévy process.

Original languageEnglish
JournalJOURNAL OF THEORETICAL PROBABILITY
Early online date4 Jan 2020
DOIs
Publication statusE-pub ahead of print - 4 Jan 2020

Keywords

  • cylindrical Lévy processes
  • stochastic integration in Banach spaces
  • stochastic partial differential equations
  • p-summing operators
  • Cylindrical Lévy processes
  • Stochastic partial differential equations
  • p-Summing operators
  • Stochastic integration in Banach spaces

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