Abstract
The study of stochastic differential equations (SDEs) driven by Lévy processes in R originated in the book by Skorokhod.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Acknowledgments
We would like to thank Professor A.V. Skorokhod who inspired the ideas of this work and Professor S. Albeverio for his influence on applications to SPDEs. We clearly benefitted from discussions with Professor F. Proske, Professor T. Meyer-Brandis and Dr. Li Wang, joint work with whom influenced parts of this book, and Professor Stefan Tappe, who was instrumental in the initial part of the book concerning predictability. In particular, we thank him for carefully reading the initial version and suggesting ideas which led to alternative proofs. It would be amiss not to mention Professor Gawarecki, discussions with whom helped in the organization of the material.
Barbara Rüdiger thanks her daughter Chiara Mastandrea, who is the light of her life.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2015 Springer International Publishing Switzerland
About this chapter
Cite this chapter
Mandrekar, V., Rüdiger, B. (2015). Introduction. In: Stochastic Integration in Banach Spaces. Probability Theory and Stochastic Modelling, vol 73. Springer, Cham. https://doi.org/10.1007/978-3-319-12853-5_1
Download citation
DOI: https://doi.org/10.1007/978-3-319-12853-5_1
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-12852-8
Online ISBN: 978-3-319-12853-5
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)