Stochastic integration in UMD Banach spaces

Title

Stochastic integration in UMD Banach spaces

Author

Van Neerven, J.M.A.M.
Veraar, M.C.
Weis, L.

Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Date

2007-01-01

Subject

stochastic integration in Banach spaces
UMD Banach spaces
cylindrical Brownian motion
y-radonifying operators
decoupling inequalities
Burkholder–Davis–Gundy
inequalities
martingale representation theorem

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http://resolver.tudelft.nl/uuid:68f56014-edd0-435c-874d-c6ad4dfc67f8

Publisher

Institute of Mathematical Statistics; http://www.imstat.org/

ISSN

0091-1798

Source

Annals of Probability, 35, no. 4 (2007), p. 1438-1487

Part of collection

Institutional Repository

Document type

journal article

Rights

(c) 2007 Van Neerven, J.M.A.M.; Veraar, M.C.; Weis, L.