A clark-ocone formula in UMD Banach spaces.
Maas, Jan, Van Neerven, Jan (2008)
Electronic Communications in Probability [electronic only]
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Maas, Jan, Van Neerven, Jan (2008)
Electronic Communications in Probability [electronic only]
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Giuseppe Da Prato, Alessandra Lunardi (1998)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
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We prove an optimal regularity result for stochastic convolutions in certain Banach spaces. It is stated in terms of real interpolation spaces.
Guatteri, Giuseppina (2007)
Journal of Applied Mathematics and Stochastic Analysis
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Erika Hausenblas, Jan Seidler (2001)
Czechoslovak Mathematical Journal
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Using unitary dilations we give a very simple proof of the maximal inequality for a stochastic convolution driven by a Wiener process in a Hilbert space in the case when the semigroup is of contraction type.
Zdzisław Brzeźniak, Szymon Peszat (1999)
Studia Mathematica
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Stochastic partial differential equations on are considered. The noise is supposed to be a spatially homogeneous Wiener process. Using the theory of stochastic integration in Banach spaces we show the existence of a Markovian solution in a certain weighted -space. Then we obtain the existence of a space continuous solution by means of the Da Prato, Kwapień and Zabczyk factorization identity for stochastic convolutions.
Ahmed, N.U. (1991)
Journal of Applied Mathematics and Stochastic Analysis
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Agarwal, Ravi P., Bohner, Martin, Shakhmurov, Veli B. (2005)
Boundary Value Problems [electronic only]
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