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math.PR2019
Stochastic integration with respect to cylindrical Lévy processes by p-summing operators
Tomasz Kosmala, Markus Riedle
We introduce a stochastic integral with respect to cylindrical Lévy processes with finite -th weak moment for . The space of integrands consists of -summing opera…
math.PR2019
Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process
Umesh Kumar, Markus Riedle
In this work, we present sufficient conditions for the existence of a stationary solution of an abstract stochastic Cauchy problem driven by an arbitrary cylindrical Lévy process,…
math.PR2016
Large deviations for stochastic heat equations with memory driven by Levy-type noise
Markus Riedle, Jianliang Zhai
For a heat equation with memory driven by a Lévy-type noise we establish the existence of a unique solution. The main part of the article focuses on the Freidlin-Wentzell large dev…