Stochastic Integration of Operator-Valued Functions with Respect to Banach Space-Valued Brownian Motion

被引:0
|
作者
J. M. A. M. van Neerven
L. Weis
机构
[1] Delft University of Technology,Department of Applied Mathematical Analysis
[2] Technische Universität Karlsruhe,Mathematisches Institut I
来源
Potential Analysis | 2008年 / 29卷
关键词
Stochastic integration in Banach spaces; -Radonifying operators; Property(; ); Measurable linear extensions; Stochastic evolution equations; Primary 60H05; Secondary 35R15; 47B10; 60H15;
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摘要
Let E be a real Banach space with property (α) and let WΓ be an E-valued Brownian motion with distribution Γ. We show that a function \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\Psi:[0,T]\to{\mathcal L}(E)$\end{document} is stochastically integrable with respect to WΓ if and only if Γ-almost all orbits Ψx are stochastically integrable with respect to a real Brownian motion. This result is derived from an abstract result on existence of Γ-measurable linear extensions of γ-radonifying operators with values in spaces of γ-radonifying operators. As an application we obtain a necessary and sufficient condition for solvability of stochastic evolution equations driven by an E-valued Brownian motion.
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页码:65 / 88
页数:23
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