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

Journal of Differential Equations

Volumn 245, Issue 1, 2008, Pages 30-58

  Brzezniak Z ^a   van Neerven, J M A M ^b   Veraar, M C ^b   Weis, L ^c  

^a UNIVERSITY OF YORK   (United Kingdom)

^b DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

^c UNIVERSITY OF KARLSRUHE   (Germany)

Author keywords

It formula; Non autonomous equations; Stochastic evolution equations; Stochastic integration in Banach spaces; UMD spaces; Wong Zakai approximation; Zakai equation

Indexed keywords

EID: 43049114149     PISSN: 00220396     EISSN: 10902732     Source Type: Journal    
DOI: 10.1016/j.jde.2008.03.026     Document Type: Article

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