Forward integration, convergence and non-adapted pointwise multipliers

作者：Pronk Matthijs^*; Veraar Mark

来源：Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2015, 18(1): 1550005.

DOI：10.1142/S0219025715500058

• Forward integral
• stochastic integral
• sample path properties
• non-adapted processes
• UMD
• type and cotype
• stochastic integration by parts

In this paper we study the forward integral of operator-valued processes with respect to a cylindrical Brownian motion. In particular, we provide conditions under which the approximating sequence of processes of the forward integral, converges to the stochastic integral process with respect to Sobolev norms of smoothness alpha < 1/2. This result will be used to derive a new integration by parts formula for the forward integral.

• 出版日期2015-3