108 citations · 236 across the 36 of their papers we have counts for
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math.PR2013
Poisson stochastic integration in Banach spaces
Sjoerd Dirksen, Jan Maas, Jan van Neerven
We prove new upper and lower bounds for Banach space-valued stochastic integrals with respect to a compensated Poisson random measure. Our estimates apply to Banach spaces with non…
math.PR2013
Second quantisation for skew convolution products of measures in Banach spaces
David Applebaum, Jan van Neerven
We study measures in Banach space which arise as the skew convolution product of two other measures where the convolution is deformed by a skew map. This is the structure that unde…
math.PR2013
Stochastic integration in Banach spaces - a survey
Jan van Neerven, Mark Veraar, Lutz Weis
This paper presents a brief survey of the theory of stochastic integration in Banach spaces. Expositions of the stochastic integrals in martingale type 2 spaces and UMD spaces are…