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math.PR 1

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2026 1

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Stochastic integration with respect to a L\'evy basis

math.PR · 2026-05-15 · unverdicted · novelty 7.0

Develops stochastic integration for predictable processes w.r.t. Lévy basis via decoupling inequalities, reducing to Rajput-Rosiński deterministic theory, with characterization via semimartingale characteristics and Musielak-Orlicz structure.

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  • Stochastic integration with respect to a L\'evy basis math.PR · 2026-05-15 · unverdicted · none · ref 9

    Develops stochastic integration for predictable processes w.r.t. Lévy basis via decoupling inequalities, reducing to Rajput-Rosiński deterministic theory, with characterization via semimartingale characteristics and Musielak-Orlicz structure.