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Can I read Stochastic Integration with Respect to Cylindrical Lévy Processes by p-Summing Operators on EtoBox?
Stochastic Integration with Respect to Cylindrical Lévy Processes by p-Summing Operators by Kosmala, Tomasz; Riedle, Markus is a Mathematics article available to read on EtoBox.
What is Stochastic Integration with Respect to Cylindrical Lévy Processes by p-Summing Operators about?
## Abstract We introduce a stochastic integral with respect to cylindrical Lévy processes with finite p-th weak moment for $$p\in [1,2]$$ 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.
Who reads Stochastic Integration with Respect to Cylindrical Lévy Processes by p-Summing Operators?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- Kosmala, Tomasz; Riedle, Markus
- Publisher
- Springer US; Springer-Verlag; Kluwer Academic Publishers; Springer Science and Business Media LLC (ISSN 0894-9840)
- Published
- 2020
- Language
- EN
- Field
- Mathematics (Physical Sciences)