{
  "id": "1304.7575",
  "version": "v4",
  "published": "2013-04-29T07:09:00.000Z",
  "updated": "2014-05-27T16:50:53.000Z",
  "title": "Stochastic integration in Banach spaces - a survey",
  "authors": [
    "Jan van Neerven",
    "Mark Veraar",
    "Lutz Weis"
  ],
  "comment": "minor corrections. To appear in the proceedings of the 2012 EPFL Semester on Stochastic Analysis and Applications",
  "categories": [
    "math.PR",
    "math.FA"
  ],
  "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.",
  "revisions": [
    {
      "version": "v4",
      "updated": "2014-05-27T16:50:53.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H05",
      "46B09",
      "46E40",
      "60H15"
    ],
    "keywords": [
      "banach spaces",
      "stochastic integration",
      "stochastic maximal regularity problem",
      "stochastic maximal regularity theorem",
      "martingale type"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2013arXiv1304.7575V"
    }
  }
}