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What is Poisson Stochastic Integration in Banach Spaces about?

This paper presents new upper and lower bounds for Banach space-valued stochastic integrals with respect to a compensated Poisson random measure, extending existing results in the literature. It develops a Malliavin framework to interpret these integrals as vector-valued Skorohod integrals and proves a Clark-Ocone representation formula. The findings include necessary and sufficient conditions for Ito Lp-stochastic integrability and applications to stochastic convolutions.

Author

maludwig

Language

EN