Relation Between Stochastic Integrals and the Geometry of Banach Spaces
DOI10.1080/07362990903259793zbMath1187.60043OpenAlexW2000402310MaRDI QIDQ3651648
Barbara Rüdiger, Vidyadhar Mandrekar
Publication date: 11 December 2009
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990903259793
additive processesmultiplicative noisecompensated Poisson random measures\(M\)-type 2 and type 2 Banach spacespettis and Ito integralsrandom Hilbert and Banach valued functionsstochastic integrals on separable Hilbert and Banach spaces
Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) Probabilistic methods in Banach space theory (46B09) Random measures (60G57) Vector-valued measures and integration (46G10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Linear function spaces and their duals (46E99) Integral, integro-differential, and pseudodifferential operators (47G99)
Related Items (3)
Cites Work
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- Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
- On the martingale problem for Banach space valued stochastic differential equations
- Martingales with values in uniformly convex spaces
- The law of large numbers and the central limit theorem in Banach spaces
- Stochastic partial differential equations in \(M\)-type 2 Banach spaces
- Stochastic integration with respect to compensated Poisson random measures on separable Banach spaces
- Stochastic integration of functions with values in a Banach space
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