A cylindrical Lévy process does not enjoy a cylindrical version of the semimartingale decomposition which results in the need to develop a completely novel approach to stochastic integration. In this ...
This is a preview. Log in through your library . Abstract In this paper we construct a theory of stochastic integration of processes with values in $\scr{L}(H,E)$, where H is a separable Hilbert space ...
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