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arXiv · 1304.7575

Stochastic integration in Banach spaces - a survey

Jan van Neerven·Mark Veraar·Lutz Weis
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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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Jan van Neerven, Mark Veraar, Lutz Weis. 2013-04-29. Stochastic integration in Banach spaces - a survey. https://arxiv.org/abs/1304.7575

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