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- W2103014316 abstract "A stochastic integral of Banach space valued deterministic functions with respect to Banach space valued Lévy processes is defined. There are no conditions on the Banach spaces or on the Lévy processes. The integral is defined analogously to the Pettis integral. The integrability of a function is characterized by means of a radonifying property of an integral operator associated with the integrand. The integral is used to prove a Lévy–Itô decomposition for Banach space valued Lévy processes and to study existence and uniqueness of solutions of stochastic Cauchy problems driven by Lévy processes." @default.
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- W2103014316 date "2009-06-01" @default.
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- W2103014316 title "Stochastic integration for Lévy processes with values in Banach spaces" @default.
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- W2103014316 doi "https://doi.org/10.1016/j.spa.2008.09.009" @default.
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