• Corpus ID: 56302065

Levy processes and stochastic integrals in Banach spaces

  title={Levy processes and stochastic integrals in Banach spaces},
  author={David Applebaum},
We review in¯nite divisibility and Levy processes in Banach spaces and discuss the relationship with notions of type and cotype. The Levy-It^o decomposition is described. Strong, weak and Pettis-style notions of stochastic integral are introduced and applied to construct generalised Ornstein-Uhlenbeck processes. 

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