C. Fonseca-Mora

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20152026

most citedStochastic Integration and Stochastic PDEs Driven by Jumps on the Dual of a Nuclear Space

13 citations · 55 across the 19 of their papers we have counts for

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math.PR2017★ 13 cited

Stochastic Integration and Stochastic PDEs Driven by Jumps on the Dual of a Nuclear Space

C. A. Fonseca-Mora

We develop a novel theory of weak and strong stochastic integration for cylindrical martingale-valued measures taking values in the dual of a nuclear space. This is applied to deve…

math.PR2017★ 8 cited

Lévy Processes and Infinitely Divisible Measures in the Dual of a Nuclear Space

C. A. Fonseca-Mora

Let $Φ$ be a nuclear space and let $Φ_{β}^{'}$ denote its strong dual. In this work we establish the one-to-one correspondence between infinitely divisible measures on $Φ_{β}^{'}$ and Lévy p…