Continuous local martingales and stochastic integration in UMD Banach spaces
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Publication:5433513
DOI10.1080/17442500701594516zbMath1129.60050MaRDI QIDQ5433513
Publication date: 9 January 2008
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: http://resolver.tudelft.nl/uuid:c95d590d-ad43-41d5-92d1-2b15d9941ca6
Itô formula; \(\gamma\)-radonifying operators; UMD Banach spaces; stochastic integration in Banach spaces; martingale representation theorem; continuous local martingales
60G44: Martingales with continuous parameter
60H05: Stochastic integrals
60B11: Probability theory on linear topological spaces
Related Items
On strongly orthogonal martingales in UMD Banach spaces, Burkholder-Davis-Gundy inequalities in UMD Banach spaces, Stochastic integration with respect to fractional processes in Banach spaces, Local characteristics and tangency of vector-valued martingales, On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions, A note on maximal estimates for stochastic convolutions
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