Harmonic Analysis and Stochastic Partial Differential Equations: The Stochastic Functional Calculus

DOI10.1007/978-3-319-06266-2_9zbMath1327.47076OpenAlexW1424338527MaRDI QIDQ2944075

Brian R. F. Jefferies

Publication date: 7 September 2015

Published in: Operator Theory in Harmonic and Non-commutative Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-06266-2_9

zbMATH Keywords

functional calculusstochastic evolution equationsquare functionFeynman's operational calculus\(H^{\infty}\)-functional calculus

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Functional calculus for linear operators (47A60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to operator theory (47-02) Applications of operator theory in probability theory and statistics (47N30)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Feynman's operational calculi for noncommuting operators: definitions and elementary properties
• Multiple stable integrals of Banach-valued functions
• Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation
• Stochastic evolution equations in UMD Banach spaces
• Malliavin calculus and decoupling inequalities in Banach spaces
• Semigroups of linear operators and applications to partial differential equations
• Decoupling inequalities for polynomial chaos
• Stochastic partial differential equations in \(M\)-type 2 Banach spaces
• Conditional expectation for operator-valued measures and functions
• On the space of vector-valued functions integrable with respect to the white noise
• On the semigroup approach to stochastic evolution equations
• Stochastic integration of functions with values in a Banach space
• Embedding vector‐valued Besov spaces into spaces of γ ‐radonifying operators
• Space-Time Regularity of Solutions of the Parabolic Stochastic Cauchy Problem
• Stochastic Equations in Infinite Dimensions

This page was built for publication: Harmonic Analysis and Stochastic Partial Differential Equations: The Stochastic Functional Calculus