Forward integration, convergence and non-adapted pointwise multipliers

DOI10.1142/S0219025715500058zbMath1310.60067arXiv1310.6961OpenAlexW2962896267MaRDI QIDQ5247187

Matthijs Pronk, Mark C. Veraar

Publication date: 23 April 2015

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.6961

zbMATH Keywords

stochastic integralUMD spacesforward integralsample path propertiesstochastic integration by partsnon-adapted processes

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic integrals (60H05) Probabilistic methods in Banach space theory (46B09) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (6)

Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes ⋮ Infinite dimensional weak Dirichlet processes and convolution type processes ⋮ Pathwise mild solutions for quasilinear stochastic partial differential equations ⋮ A new approach to stochastic evolution equations with adapted drift ⋮ Stochastic maximal regularity for rough time-dependent problems ⋮ On the equivalence of pathwise mild and weak solutions for quasilinear SPDEs

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