arXiv:1304.7575 Abstract | arXiv Analytics

arXiv:1304.7575 [math.PR]Abstract References Reviews Resources

Stochastic integration in Banach spaces - a survey

Published 2013-04-29, updated 2014-05-27Version 4

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.

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

Categories: math.PR, math.FA

Subjects: 60H05, 46B09, 46E40, 60H15

Keywords: banach spaces, stochastic integration, stochastic maximal regularity problem, stochastic maximal regularity theorem, martingale type

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