M. Riedle

collaborators

4 papers

math.PR2026

Stochastic integration with respect to a LÃ©vy basis

Markus Riedle

We develop a stochastic integration theory for predictable integrands with respect to a LÃ©vy basis. Our approach is based on decoupling inequalities for tangent sequences and redu…

math.PR2026

Stochastic evolution equations driven by arbitrary cylindrical LÃ©vy processes

Gergely BodÃ³, 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 LÃ©vy processes in Hilbert spac…

math.PR2026

Regularity of multiplicative processes on infinite-dimensional Lie groups

Anita Behme, Markus Riedle, Shend Thaqi

This article studies regularity properties of multiplicative stochastic processes on infinite-dimensional Lie groups. We investigate conditions under which these processes admit cÃ…

math.FA2024

Jan van Neerven, Markus Riedle

We establish an explicit characterisation of LÃ©vy measures on both $L^{p}$ -spaces and UMD Banach spaces. In the case of $L^{p}$ -spaces, LÃ©vy measures are characterised by an integrab…

Stochastic integration with respect to a LÃ©vy basis

Stochastic evolution equations driven by arbitrary cylindrical LÃ©vy processes

Regularity of multiplicative processes on infinite-dimensional Lie groups

LÃ©vy measures on Banach spaces