Stochastic integration of functions with values in a Banach space
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Pettis integralstochastic evolution equationsstochastic integration in Banach spacesconvergence theoremsGaussian seriesGaussian covariance operatorcylindrical noise
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15) One-parameter semigroups and linear evolution equations (47D06)
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- On evolution equations with white-noise boundary conditions
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- Relation Between Stochastic Integrals and the Geometry of Banach Spaces
- Stochastic differential equations in a Banach space driven by the cylindrical Wiener process
- Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations
- On the \(R\)-boundedness of stochastic convolution operators
- Brownian representations of cylindrical continuous local martingales
- Noncommutative stochastic integration through decoupling
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- Malliavin calculus and decoupling inequalities in Banach spaces
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