Cylindrical continuous martingales and stochastic integration in infinite dimensions

DOI10.1214/16-EJP7zbMath1348.60081arXiv1602.03996OpenAlexW3100157572MaRDI QIDQ320231

Mark C. Veraar, Ivan S. Yaroslavtsev

Publication date: 6 October 2016

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.03996

zbMATH Keywords

inequalitiesrandom time changefunctional calculusquadratic variationstochastic convolutionItō formulastochastic evolution equation\(\gamma\)-radonifying operatorsUMD Banach spacesBurkholder-Davis-Gundycontinuous local martingalecylindrical martingalestochastic integration in Banach spaces

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11)

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