Stochastic integration in UMD Banach spaces

DOI10.1214/009117906000001006zbMath1121.60060arXivmath/0610619OpenAlexW3104292233MaRDI QIDQ2373571

J. M. A. M. van Neerven, Lutz W. Weis, Mark C. Veraar

Publication date: 12 July 2007

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0610619

zbMATH Keywords

UMD Banach spaces cylindrical Brownian motion martingale representation theorem decoupling inequalities Burkholder-Davis-Gundy inequalities Stochastic integration in Banach spaces y-radonifying operators

Mathematics Subject Classification ID

Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11)

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