Stochastic integration in Banach spaces - a survey

2013/04/29 by Jan van Neerven, Mark Veraar, van Neerven, Jan +3 · 7 citations
Mathematics · #46E40 #60H15 #FOS: Mathematics #Functional Analysis (math.FA) #Primary: 60H05 #Probability (math.PR) #Secondary: 46B09 #math.FA #math.PR #msc:46B09 #msc:46E40 #msc:60H05 #msc:60H15

paper · pdf · doi:10.48550/arxiv.1304.7575

minor corrections. To appear in the proceedings of the 2012 EPFL Semester on Stochastic Analysis and Applications

arxiv created 2014/05/27 · arxiv updated 2014/05/28

Abstract

This paper presents a brief survey of the theory of stochastic integration in Banach spaces. Expositions of the stochastic integrals in martingale type 2 spaces and UMD spaces are presented, as well as some applications of the latter to vector-valued Malliavin calculus and the stochastic maximal regularity problem. A new proof of the stochastic maximal regularity theorem is included.

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