{
  "id": "1912.04029",
  "version": "v1",
  "published": "2019-12-09T13:36:47.000Z",
  "updated": "2019-12-09T13:36:47.000Z",
  "title": "Stochastic integration with respect to cylindrical Lévy processes by p-summing operators",
  "authors": [
    "Tomasz Kosmala",
    "Markus Riedle"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We introduce a stochastic integral with respect to cylindrical L\\'evy processes with finite $p$-th weak moment for $p\\in [1,2]$. The space of integrands consists of $p$-summing operators between Banach spaces of martingale type $p$. We apply the developed integration theory to establish the existence of a solution for a stochastic evolution equation driven by a cylindrical L\\'evy process.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2019-12-09T13:36:47.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "47B10",
      "60G51",
      "46T12",
      "60H15"
    ],
    "keywords": [
      "cylindrical lévy processes",
      "stochastic integration",
      "p-summing operators",
      "cylindrical levy process",
      "stochastic evolution equation driven"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}