Stochastic integrals and Gelfand integration in Fréchet spaces

Normalized Stochastic Integrals in Topological Vector Spaces

Stochastic Integration in Abstract Spaces

We establish the existence of a stochastic integral in a nuclear space setting as follows. Let E, F, and G be nuclear spaces which satisfy the following conditions: the spaces are reflexive, complete, bornological spaces such that their strong duals also satisfy these conditions. Assume that there is a continuous bilinear mapping of E × F into G. If H is an integrable, E-valued predictable proc...

Gelfand-Pettis integrals and weak holomorphy

If X is a vector space and E is a subset of X, the convex hull of E is defined to be the intersection of all convex sets containing E, and is denoted by co(E). One checks that the convex hull of E is equal to the set of all finite convex combinations of elements of E. If X is a topological vector space, the closed convex hull of E is the intersection of all closed convex sets containing E, and ...

Stochastic integration in UMD Banach spaces

In these lectures we shall present an introduction of the theory of stochastic integration in UMD Banach spaces and some of its applications. The Hilbert space approach to stochastic partial differential equations (SPDEs) was pioneered in the 1980s by Da Prato and Zabczyk. Under suitable Lipschitz conditions, mild solutions of semilinear SPDEs in Hilbert spaces can be obtained by solving a fixe...

Poisson stochastic integration in Hilbert spaces

Abstract This paper aims to construct adaptedness and stochastic integration on Poisson space in the abstract setting of Hilbert spaces with minimal hypothesis, in particular without use of any notion of time or ordering on index sets. In this framework, several types of stochastic integrals are considered on simple processes and extended to larger domains. The results obtained generalize the e...