Continuous local martingales and stochastic integration in UMD Banach spaces

DOI10.1080/17442500701594516zbMath1129.60050MaRDI QIDQ5433513

Mark C. Veraar

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

zbMATH Keywords

Itô formula; \(\gamma\)-radonifying operators; UMD Banach spaces; stochastic integration in Banach spaces; martingale representation theorem; continuous local martingales

Mathematics Subject Classification ID

60G44: Martingales with continuous parameter

60H05: Stochastic integrals

60B11: Probability theory on linear topological spaces

Related Items

A note on maximal estimates for stochastic convolutions

Cites Work

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• Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation
• On the martingale problem for Banach space valued stochastic differential equations
• The law of large numbers and the central limit theorem in Banach spaces
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• Stochastic integration in UMD Banach spaces
• Admissibility of unbounded operators and well-posedness of linear systems in Banach spaces
• The H∞-Functional Calculus and Square Function Estimates
• Stochastic integration of functions with values in a Banach space
• Non-autonomous stochastic Cauchy problems in Banach spaces
• Embedding vector‐valued Besov spaces into spaces of γ ‐radonifying operators
• Wavelet transform for functions with values in UMD spaces
• Space-Time Regularity of Solutions of the Parabolic Stochastic Cauchy Problem