Abstract: The mild Ito formula proposed in Theorem 1 in [Da Prato, G., Jentzen, A., & R"ockner, M., A mild Ito formula for SPDEs, arXiv:1009.3526 (2012), To appear in the Trans. Amer. Math. Soc.] has turned out to be a useful instrument to study solutions and numerical approximations of stochastic partial differential equations (SPDEs) which are formulated as stochastic evolution equations (SEEs) on Hilbert spaces. In this article we generalize this mild It^o formula so that it is applicable to solutions and numerical approximations of SPDEs which are formulated as SEEs on UMD (unconditional martingale differences) Banach spaces. This generalization is especially useful for proving essentially sharp weak convergence rates for numerical approximations of SPDEs.
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