41 citations · 59 across the 24 of their papers we have counts for
28 papers
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 reduc…
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…
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 cà…
Regularisation of cylindrical Lévy processes in Besov spaces
Matthew Griffiths, Markus Riedle
In this work, we quantify the irregularity of a given cylindrical Lévy process in by determining the range of weighted Besov spaces in which has a…
Lévy measures on Banach spaces
Jan van Neerven, Markus Riedle
We establish an explicit characterisation of Lévy measures on both -spaces and UMD Banach spaces. In the case of -spaces, Lévy measures are characterised by an integrabil…
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…