dc.identifier.uri |
http://dx.doi.org/10.15488/1058 |
|
dc.identifier.uri |
http://www.repo.uni-hannover.de/handle/123456789/1082 |
|
dc.contributor.author |
Tappe, Stefan
|
|
dc.date.accessioned |
2017-01-27T07:49:21Z |
|
dc.date.available |
2017-01-27T07:49:21Z |
|
dc.date.issued |
2013 |
|
dc.identifier.citation |
Tappe, Stefan: The Itô integral with respect to an infinite dimensional Lévy process: A series approach. In: International Journal of Stochastic Analysis 2013 (2013), 703769. DOI: https://doi.org/10.1155/2013/703769 |
|
dc.description.abstract |
We present an alternative construction of the infinite dimensional Itô integral with respect to a Hilbert space valued Lévy process. This approach is based on the well-known theory of real-valued stochastic integration, and the respective Itô integral is given by a series of Itô integrals with respect to standard Lévy processes. We also prove that this stochastic integral coincides with the Itô integral that has been developed in the literature. © 2013 Stefan Tappe. |
eng |
dc.language.iso |
eng |
|
dc.publisher |
New York, NY : Hindawi Publishing Corporation |
|
dc.relation.ispartofseries |
International Journal of Stochastic Analysis 2013 (2013) |
|
dc.rights |
CC BY 3.0 Unported |
|
dc.rights.uri |
https://creativecommons.org/licenses/by/3.0/ |
|
dc.subject |
Itô Integral |
eng |
dc.subject |
Lévy Process |
eng |
dc.subject |
Hilbert Spaces |
eng |
dc.subject.ddc |
510 | Mathematik
|
ger |
dc.title |
The Itô integral with respect to an infinite dimensional Lévy process: A series approach |
eng |
dc.type |
Article |
|
dc.type |
Text |
|
dc.relation.issn |
2090-3332 |
|
dc.relation.doi |
https://doi.org/10.1155/2013/703769 |
|
dc.bibliographicCitation.volume |
2013 |
|
dc.bibliographicCitation.firstPage |
703769 |
|
dc.description.version |
publishedVersion |
|
tib.accessRights |
frei zug�nglich |
|