2019/07/11 by Rüdiger, Barbara, Tappe, Stefan
#60G17 #60H15 #FOS: Mathematics #Probability (math.PR)
paper · doi:10.48550/arxiv.1907.05137
Our goal of this note is to give an easy proof that spaces of predictable processes with values in a Banach space are isomorphic to spaces of progressive resp. adapted, measurable processes. This provides a straightforward extension of the Itô integral in infinite dimensions. We also outline an application to stochastic partial differential equations.