Martingale-Valued Measures, Ornstein-Uhlenbeck Processes with Jumps and Operator Self-Decomposability in Hilbert Space

By David Applebaum. 2006

55 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/c30b48ea1467b9597148499f1da5883eec2d4643

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Jiaowan Luo
2. Kai Liu
3. Rathinasamy Sakthivel

In Mathematical Physics

1. Kai Liu
2. Jiaowan Luo

Citations in the corpus

• Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps (2008, background): “The reader is referred to [1] and [3] for some basic properties of Lévy processes in infinite dimensional spaces.”