A clark-ocone formula in UMD Banach spaces

DOI10.1214/ECP.v13-1361zbMath1189.60111arXiv0709.2021OpenAlexW2169974713MaRDI QIDQ1038867

Jan Maas, J. M. A. M. van Neerven

Publication date: 20 November 2009

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.2021

zbMATH Keywords

Malliavin calculusUMD spacesclark-ocone formula\(\gamma \)- radonifying operators\(\gamma \)-boundednessskorokhod integralStein inequality

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Irreducibility and strong Feller property for stochastic evolution equations in Banach spaces ⋮ Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes ⋮ Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas ⋮ Corrigendum to ``The Clark-Ocone formula for vector valued Wiener functionals [J. Funct. Anal. 229 (2005) 143-154] ⋮ Tools for Malliavin calculus in UMD Banach spaces ⋮ A version of the Hörmander–Malliavin theorem in 2-smooth Banach spaces ⋮ On functionals of the Wiener process in a Banach space ⋮ Unnamed Item ⋮ Malliavin calculus and decoupling inequalities in Banach spaces ⋮ Forward integration, convergence and non-adapted pointwise multipliers

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