Cylindrical continuous martingales and stochastic integration in infinite dimensions (Q320231)

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scientific article; zbMATH DE number 6633904
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    Cylindrical continuous martingales and stochastic integration in infinite dimensions
    scientific article; zbMATH DE number 6633904

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      Cylindrical continuous martingales and stochastic integration in infinite dimensions (English)
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      6 October 2016
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      cylindrical martingale
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      quadratic variation
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      continuous local martingale
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      stochastic integration in Banach spaces
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      UMD Banach spaces
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      Burkholder-Davis-Gundy
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      random time change
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      \(\gamma\)-radonifying operators
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      inequalities
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      Itō formula
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      stochastic evolution equation
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      stochastic convolution
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      functional calculus
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