Stochastic Integration in Banach Spaces - a Survey

被引：0
|
作者：
van Neerven, Jan [1 ]
Veraar, Mark [1 ]
Weis, Lutz [2 ]
机构：
[1] Delft Univ Technol, Delft Inst Appl Math, POB 5031, NL-2600 GA Delft, Netherlands
[2] Karlsruhe Inst Technol, Dept Math, D-76128 Karlsruhe, Germany
来源：
STOCHASTIC ANALYSIS: A SERIES OF LECTURES | 2015年 / 68卷
关键词：
Stochastic integration; martingale type; UMD Banach spaces; gamma-radonifying operators; Malliavin calculus; R-boundedness; stochastic maximal regularity; MARTINGALE DIFFERENCE-SEQUENCES; FOURIER MULTIPLIER THEOREMS; L-P-REGULARITY; EVOLUTION EQUATIONS; MALLIAVIN CALCULUS; VALUED PROCESSES; FORMULA; COVARIATION; SPDES;
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
This paper presents a brief survey of the theory of stochastic integration in Banach spaces. Expositions of the stochastic integrals in martingale type 2 spaces and UMD spaces are presented, as well as some applications of the latter to vector-valued Malliavin calculus and the stochastic maximal regularity problem. A new proof of the stochastic maximal regularity theorem is included.
引用
收藏
页码：297 / 332
页数：36
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