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arXiv · 1506.05142

Radonifying operators and infinitely divisible Wiener integrals

Markus Riedle
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Abstract

In this article we illustrate the relation between the existence of Wiener integrals with respect to a Levy process in a separable Banach space and radonifying operators. For this purpose, we introduce the class of theta-radonifying operators, i.e. operators which map a cylindrical measure theta to a genuine Radon measure. We study this class of operators for various examples of infinitely divisible cylindrical measures theta and highlight the differences from the Gaussian case.

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Markus Riedle. 2015-06-16. Radonifying operators and infinitely divisible Wiener integrals. https://arxiv.org/abs/1506.05142

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