Open Access
γ-Radonifying Operators: A Survey
Jan van Neerven
- pp 1-61
TLDR
In this paper, a survey of the theory of γ-radonifying operators and its applications to stochastic integration in Banach spaces is presented, with a focus on the application of the γradonification operator to the integration problem.Abstract:
We present a survey of the theory of γ-radonifying operators and its applications to stochastic integration in Banach spaces.read more
Citations
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Book ChapterDOI
Convergence of probability measures
TL;DR: Weakconvergence methods in metric spaces were studied in this article, with applications sufficient to show their power and utility, and the results of the first three chapters are used in Chapter 4 to derive a variety of limit theorems for dependent sequences of random variables.
Journal ArticleDOI
Stochastic integration in quasi-Banach spaces
TL;DR: In this article, a stochastic integration theory for processes with values in a quasi-Banach space is developed, where the integrator is a cylindrical Brownian motion.
Journal ArticleDOI
Maximal $L^p$-Regularity for Stochastic Evolution Equations
TL;DR: This work proves maximal L p -regularity for the stochastic evolution equation dU (t )+ AU (t) dt, and proves existence of a unique strong solution with trajectories in L p (0 ,T ;D(A)) ∩ C((0,T );DA(1 − 1 ,p )), provided the nonlinearities F :( 0 ,T ) × D(A) → Lq(O ,μ )a ndB → D(
References
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Book
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TL;DR: Weak Convergence in Metric Spaces as discussed by the authors is one of the most common modes of convergence in metric spaces, and it can be seen as a form of weak convergence in metric space.
Book
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TL;DR: In this article, Grassmann algebras of a vectorspace have been studied in the context of the calculus of variations, and a glossary of some standard notations has been provided.
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One-Parameter Semigroups for Linear Evolution Equations
Klaus-Jochen Engel,Rainer Nagel +1 more
TL;DR: In this paper, Spectral Theory for Semigroups and Generators is used to describe the exponential function of a semigroup and its relation to generators and resolvents.