Continuous local martingales and stochastic integration in UMD Banach spaces
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Publication:5433513
DOI10.1080/17442500701594516zbMath1129.60050OpenAlexW2015038449MaRDI QIDQ5433513
Publication date: 9 January 2008
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: http://resolver.tudelft.nl/uuid:c95d590d-ad43-41d5-92d1-2b15d9941ca6
Itô formula\(\gamma\)-radonifying operatorsUMD Banach spacesstochastic integration in Banach spacesmartingale representation theoremcontinuous local martingales
Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11)
Related Items (6)
Local characteristics and tangency of vector-valued martingales ⋮ Burkholder-Davis-Gundy inequalities in UMD Banach spaces ⋮ On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions ⋮ Stochastic integration with respect to fractional processes in Banach spaces ⋮ A note on maximal estimates for stochastic convolutions ⋮ On strongly orthogonal martingales in UMD Banach spaces
Cites Work
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- Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation
- On the martingale problem for Banach space valued stochastic differential equations
- 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 in UMD Banach spaces
- Admissibility of unbounded operators and well-posedness of linear systems in Banach spaces
- The H∞-Functional Calculus and Square Function Estimates
- Stochastic integration of functions with values in a Banach space
- Non-autonomous stochastic Cauchy problems in Banach spaces
- Embedding vector‐valued Besov spaces into spaces of γ ‐radonifying operators
- Wavelet transform for functions with values in UMD spaces
- Space-Time Regularity of Solutions of the Parabolic Stochastic Cauchy Problem
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