Cylindrical continuous martingales and stochastic integration in infinite dimensions

In this paper we define a new type of quadratic variation for cylindrical continuous local martingales on an infinite dimensional spaces. It is shown that a large class of cylindrical continuous local martingales has such a quadratic variation. For this new class of cylindrical continuous local martingales we develop a stochastic integration...

Maximal Regularity for Non-autonomous Equations with Measurable Dependence on Time

In this paper we study maximal Lp-regularity for evolution equations with time-dependent operators A. We merely assume a measurable dependence on time. In the first part of the paper we present a new sufficient condition for the Lp-boundedness of a class of vector-valued singular integrals which does not rely on Hörmander conditions in the time...