The present volume develops the theory of integration in Banach spaces, martingales and UMD spaces, and culminates in a treatment of the Hilbert transform, Littlewood-Paley theory and the vector-valued Mihlin multiplier theorem. Over the past fifteen years, motivated by regularity problems in evolution equations, there has been tremendous progress in the analysis of Banach space-valued functions and processes. The contents of this extensive and powerful toolbox have been mostly scattered around in research papers and lecture notes. Collecting this diverse body of material into a unified and accessible presentation fills a gap in the existing literature. The principal audience that we have in mind consists of researchers who need and use Ana...
The aim of this book is to give a systematic and self-contained presentation of the basic results on...
In his 2019 article, Kalinichenko proposed an alternative way of doing stochastic integration in gen...
Ce travail comporte quatre chapitres sur les équations d'évolution semilinéaires stochastiques (EDPS...
Over the past fifteen years, motivated by regularity problems in evolution equations, there has been...
These notes have been prepared to accompany a series of lectures given at the Uni-versity of Manches...
Stochastic partial differential equations (SPDEs) of evolution type are usually modelled as ordinary...
Stochastic partial differential equations (SPDEs) of evolution type are usually modelled as ordinary...
This work is motivated by the study of parabolic evolution equations and, in particular, of their re...
This work is motivated by the study of parabolic evolution equations and, in particular, of their re...
This work is motivated by the study of parabolic evolution equations and, in particular, of their re...
In this thesis we study martingales and stochastic integration of processes withvalues in UMD Banach...
This article focuses on a recent concept of covariation for processes taking values in a separable B...
Considering Poisson random measures as the driving sources for stochastic (partial) differential equ...
In this thesis we study martingales and stochastic integration of processes withvalues in UMD Banach...
Abstract. A detailed theory of stochastic integration in UMD Banach spaces has been developed recent...
The aim of this book is to give a systematic and self-contained presentation of the basic results on...
In his 2019 article, Kalinichenko proposed an alternative way of doing stochastic integration in gen...
Ce travail comporte quatre chapitres sur les équations d'évolution semilinéaires stochastiques (EDPS...
Over the past fifteen years, motivated by regularity problems in evolution equations, there has been...
These notes have been prepared to accompany a series of lectures given at the Uni-versity of Manches...
Stochastic partial differential equations (SPDEs) of evolution type are usually modelled as ordinary...
Stochastic partial differential equations (SPDEs) of evolution type are usually modelled as ordinary...
This work is motivated by the study of parabolic evolution equations and, in particular, of their re...
This work is motivated by the study of parabolic evolution equations and, in particular, of their re...
This work is motivated by the study of parabolic evolution equations and, in particular, of their re...
In this thesis we study martingales and stochastic integration of processes withvalues in UMD Banach...
This article focuses on a recent concept of covariation for processes taking values in a separable B...
Considering Poisson random measures as the driving sources for stochastic (partial) differential equ...
In this thesis we study martingales and stochastic integration of processes withvalues in UMD Banach...
Abstract. A detailed theory of stochastic integration in UMD Banach spaces has been developed recent...
The aim of this book is to give a systematic and self-contained presentation of the basic results on...
In his 2019 article, Kalinichenko proposed an alternative way of doing stochastic integration in gen...
Ce travail comporte quatre chapitres sur les équations d'évolution semilinéaires stochastiques (EDPS...