Continuous local martingales and stochastic integration in UMD Banach spaces (Q5433513): Difference between revisions

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Latest revision as of 14:53, 27 June 2024

scientific article; zbMATH DE number 5224352
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English
Continuous local martingales and stochastic integration in UMD Banach spaces
scientific article; zbMATH DE number 5224352

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    Continuous local martingales and stochastic integration in UMD Banach spaces (English)
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    9 January 2008
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    stochastic integration in Banach spaces
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    continuous local martingales
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    UMD Banach spaces
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    Itô formula
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    \(\gamma\)-radonifying operators
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    martingale representation theorem
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