Cylindrical continuous martingales and stochastic integration in infinite dimensions (Q320231)

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scientific article; zbMATH DE number 6633904
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Cylindrical continuous martingales and stochastic integration in infinite dimensions
scientific article; zbMATH DE number 6633904

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    Cylindrical continuous martingales and stochastic integration in infinite dimensions (English)
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    6 October 2016
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    cylindrical martingale
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    quadratic variation
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    continuous local martingale
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    stochastic integration in Banach spaces
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    UMD Banach spaces
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    Burkholder-Davis-Gundy
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    random time change
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    \(\gamma\)-radonifying operators
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    inequalities
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    Itō formula
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    stochastic evolution equation
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    stochastic convolution
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    functional calculus
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