41 citations · 59 across the 24 of their papers we have counts for
Showing 2019Show all
3 papers · 1 filter
math.PR2019
Stochastic integration with respect to cylindrical Lévy processes by p-summing operators
Tomasz Kosmala, Markus Riedle
We introduce a stochastic integral with respect to cylindrical Lévy processes with finite -th weak moment for . The space of integrands consists of -summing opera…
math.PR2019★ 3 cited
Modelling Levy space-time white noises
Matthew Griffiths, Markus Riedle
Based on the theory of independently scattered random measures, we introduce a natural generalisation of Gaussian space-time white noise to a Levy-type setting, which we call Levy-…
math.PR2019
Invariant measure for the stochastic Cauchy problem driven by a cylindrical Lévy process
Umesh Kumar, Markus Riedle
In this work, we present sufficient conditions for the existence of a stationary solution of an abstract stochastic Cauchy problem driven by an arbitrary cylindrical Lévy process,…