Stochastic Integration in Banach Spaces – a Survey

DOI10.1007/978-3-0348-0909-2_11zbMath1333.60115arXiv1304.7575OpenAlexW1777958470MaRDI QIDQ5743946

Mark C. Veraar, Lutz W. Weis, J. M. A. M. van Neerven

Publication date: 9 February 2016

Published in: Stochastic Analysis: A Series of Lectures (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.7575

zbMATH Keywords

Malliavin calculus\(R\)-boundednessstochastic integration\(\gamma\)-radonifying operatorsUMD Banach spacesmartingale typestochastic maximal regularity

Mathematics Subject Classification ID

Spaces of vector- and operator-valued functions (46E40) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic methods in Banach space theory (46B09) Probability theory on linear topological spaces (60B11) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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