41 citations · 59 across the 24 of their papers we have counts for
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math.PR2012★ 3 cited
Ornstein-Uhlenbeck processes driven by cylindrical Lévy processes
Markus Riedle
In this article we introduce a theory of integration for deterministic, operator-valued integrands with respect to cylindrical Lévy processes in separable Banach spaces. Here, a cy…
math.PR2012★ 3 cited
Stochastic integration with respect to cylindrical Levy processes in Hilbert spaces: an L^2 approach
Markus Riedle
In this work stochastic integration with respect to cylindrical Levy processes with weak second moments is introduced. It is well known that a deterministic Hilbert-Schmidt operato…