# Isomorphisms for spaces of predictable processes and an extension of the It\^{o} integral

**Authors:** Barbara R\"udiger, Stefan Tappe

arXiv: 1907.05137 · 2025-11-21

## TL;DR

This paper demonstrates that spaces of predictable processes in Banach spaces are isomorphic to other process spaces, extending the Itô integral to infinite dimensions and applying it to stochastic PDEs.

## Contribution

It provides a simple proof of isomorphisms between predictable and adapted process spaces, extending the Itô integral to infinite-dimensional settings.

## Key findings

- Spaces of predictable processes are isomorphic to spaces of adapted processes.
- Extension of the Itô integral to infinite-dimensional Banach spaces.
- Application to stochastic partial differential equations.

## Abstract

Our goal of this note is to give an easy proof that spaces of predictable processes with values in a Banach space are isomorphic to spaces of progressive resp. adapted, measurable processes. This provides a straightforward extension of the It\^{o} integral in infinite dimensions. We also outline an application to stochastic partial differential equations.

## Full text

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## References

24 references — full list in the complete paper: https://tomesphere.com/paper/1907.05137/full.md

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Source: https://tomesphere.com/paper/1907.05137