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

页码：297 / 332

页数：36

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