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math.PR2024
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…
math.PR2024
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…