Geodesic
Radonifying operators and infinitely divisible Wiener integrals
Teoriâ slučajnyh processov, Tome 19 (2014) no. 2, pp. 90-103

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In this article we illustrate the relation between the existence of Wiener integrals with respect to a Lévy process in a separable Banach space and radonifying operators. For this purpose, we introduce the class of $\vartheta$-radonifying operators, i.e. operators which map a cylindrical measure $\vartheta$ to a genuine Radon measure. We study this class of operators for various examples of infinitely divisible cylindrical measures $\vartheta$ and highlight the differences from the Gaussian case.
Keywords: Cylindrical measures, infinitely divisible, stochastic integrals, reproducing kernel Hilbert space. 
@article{THSP_2014_19_2_a6,
     author = {Markus Riedle},
     title = {Radonifying operators and infinitely divisible {Wiener} integrals},
     journal = {Teori\^a slu\v{c}ajnyh processov},
     pages = {90--103},
     publisher = {mathdoc},
     volume = {19},
     number = {2},
     year = {2014},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2014_19_2_a6/}
}
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Markus Riedle. Radonifying operators and infinitely divisible Wiener integrals. Teoriâ slučajnyh processov, Tome 19 (2014) no. 2, pp. 90-103. http://geodesic.mathdoc.fr/item/THSP_2014_19_2_a6/