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math.PR2026
Stochastic integration with respect to a Lévy basis
Markus Riedle
We develop a stochastic integration theory for predictable integrands with respect to a Lévy basis. Our approach is based on decoupling inequalities for tangent sequences and redu…
math.PR2026
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 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…