Let Φ Φ be a nuclear space and let Φ'_ β Φ β′ denote its strong dual. In this paper, we
introduce sufficient conditions for a cylindrical process in Φ'Φ′ to have a version that is a …

We develop a novel theory of weak and strong stochastic integration for cylindrical
martingale-valued measures taking values in the dual of a nuclear space. This is applied to …

Let Φ Φ be a nuclear space and let Φ'_ β Φ β′ denote its strong dual. In this work, we prove
the existence of càdlàg versions, the Lévy–Itô decomposition and the Lévy–Khintchine …

The aim of this work is to present, in self-contained form, results concerning fundamental
and the most important questions related to linear stochastic Volterra equations of …

We study regularity of stochastic convolutions solving Volterra equations on R d driven by a
spatially homogeneous Wiener process. General results are applied to stochastic parabolic …

Generalized (distribution-valued) Ornstein-Uhlenbeck processes, which by definition are
solutions of generalized Langevin equations, arise in many investigations on fluctuation …

In this paper we develop a criterion for existence or non-existence of self-intersection local
time (SILT) for a wide class of Gaussian L′(R d)-valued processes, we show that quite …

Existence and continuity results are obtained for self-intersection local time of-valued
Ornstein–Uhlenbeck processes, where X0 is Gaussian, Wt is an-Wiener process …

In this work we introduce a theory of stochastic integration for operator-valued integrands
with respect to some classes of cylindrical martingale-valued measures in Hilbert spaces …

The high-density asymptotic behaviour of a two-level branching system in Rd is studied. In
the finite-variance case, a fluctuation limit process is obtained which is characterized as a …