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 ...

Hilbert spaces provide a fundamental mathematical framework for analysing infinite-dimensional vector spaces endowed with an inner product. In the context of stochastic processes, these spaces serve ...