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- W2029320014 abstract "We present an alternative construction of the infinite dimensional Itô integral with respect to a Hilbert space valued Lévy process. This approach is based on the well-known theory of real-valued stochastic integration, and the respective Itô integral is given by a series of Itô integrals with respect to standard Lévy processes. We also prove that this stochastic integral coincides with the Itô integral that has been developed in the literature." @default.
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- W2029320014 date "2013-04-04" @default.
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- W2029320014 title "The Itô Integral with respect to an Infinite Dimensional Lévy Process: A Series Approach" @default.
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- W2029320014 doi "https://doi.org/10.1155/2013/703769" @default.
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