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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© 2015 Springer Basel
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van Neerven, J., Veraar, M., Weis, L. (2015). Stochastic Integration in Banach Spaces – a Survey. In: Dalang, R., Dozzi, M., Flandoli, F., Russo, F. (eds) Stochastic Analysis: A Series of Lectures. Progress in Probability, vol 68. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-0909-2_11
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DOI: https://doi.org/10.1007/978-3-0348-0909-2_11
Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-0348-0908-5
Online ISBN: 978-3-0348-0909-2
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