Conditions for stochastic integrability in UMD Banach spaces
Jan van Neerven, Mark Veraar, Lutz Weis
TL;DR
This paper provides new sufficient conditions for stochastic integrability in UMD Banach spaces, advancing the theoretical understanding of stochastic integration in these spaces.
Contribution
It introduces various new criteria that ensure stochastic integrability in UMD Banach spaces, expanding the existing theoretical framework.
Findings
New sufficient conditions for stochastic integrability
Enhanced understanding of stochastic integration in UMD Banach spaces
Theoretical criteria applicable to a broad class of Banach spaces
Abstract
A detailed theory of stochastic integration in UMD Banach spaces has been developed recently by the authors. The present paper is aimed at giving various sufficient conditions for stochastic integrability.
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Taxonomy
TopicsAdvanced Banach Space Theory · Stochastic processes and financial applications · Advanced Harmonic Analysis Research