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

Research output: Contribution to journalArticle

Original languageEnglish
JournalJOURNAL OF THEORETICAL PROBABILITY
Early online date4 Jan 2020
DOIs
Accepted/In press9 Dec 2019
E-pub ahead of print4 Jan 2020

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King's Authors

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.

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