Ito's formula in UMD Banach spaces and regularity of solutions of the Zakai equation

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dc.creatorBrzezniak, Z.
dc.creatorvan Neerven, J. M. A. M.
dc.creatorVeraar, M. C.
dc.creatorWeis, L.
dc.date2008-04-02
dc.date.accessioned2026-07-07T09:29:50Z
dc.date.available2026-07-07T09:29:50Z
dc.descriptionUsing the theory of stochastic integration for processes with values in a UMD Banach space developed recently by the authors, an Ito formula is proved which is applied to prove the existence of strong solutions for a class of stochastic evolution equations in UMD Banach spaces. The abstract results are applied to prove regularity in space and time of the solutions of the Zakai equation.
dc.descriptionAccepted for publication in Journal of Differential Equations
dc.identifierhttps://arxiv.org/abs/0804.0302
dc.identifierhttp://arxiv.org/abs/0804.0302
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/157936
dc.subjectProbability
dc.subjectFunctional Analysis
dc.subject60H15; 28C20; 35R60; 46B09; 60B11
dc.titleIto's formula in UMD Banach spaces and regularity of solutions of the Zakai equation
dc.typetext

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