5 papers
Stochastic evolution equations driven by arbitrary cylindrical Lévy processes
Gergely Bodó, Sonja Cox, Adam Jakubowski +1
We establish the first existence and uniqueness result for mild solutions of abstract stochastic evolution equations driven by arbitrary cylindrical Lévy processes in Hilbert space…
Characterizations of the UMD property via tail estimates for tangent processes
Gergely Bodó, Ivan Yaroslavtsev
We characterize the UMD property of a Banach space by tail inequalities for maximal functions of tangent conditionally symmetric processes. More precisely, we prove that a Banach s…
Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces
Gergely Bodó, Markus Riedle
In this work, we present a comprehensive theory of stochastic integration with respect to arbitrary cylindrical Lévy processes in Hilbert spaces. Since cylindrical Lévy processes d…
SPDEs driven by standard symmetric -stable cylindrical Lévy processes: existence, Lyapunov functionals and Itô formula
Gergely Bodó, Ondřej Týbl, Markus Riedle
We investigate several aspects of solutions to stochastic evolution equations in Hilbert spaces driven by a standard symmetric -stable cylindrical noise. Similarly to cylindrica…
Stochastic integration with respect to canonical -stable cylindrical Lévy processes
Gergely Bodó, Markus Riedle
In this work, we introduce a theory of stochastic integration with respect to symmetric -stable cylindrical Lévy processes. Since -stable cylindrical Lévy processes do not en…