108 citations · 236 across the 36 of their papers we have counts for
4 papers · 1 filter
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…
Compactness in the Lebesgue-Bochner spaces L^p(μ;X)
Jan van Neerven
Let (Ω,μ) be a finite measure space, X a Banach space, and let 1\le p<\infty. The aim of this paper is to give an elementary proof of the Diaz--Mayoral theorem that a subset V of L…
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…
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…