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The bounds and are sharp
Emiel Lorist, Jan van Neerven
It was proved in the 1980s by Burkholder and Bourgain that, for any Banach space and , the UMD property for is equivalent to boundedness of the Hilbert tran…
Dimension-free -calculus of angle for UMD-valued Ornstein--Uhlenbeck operators
Jan van Neerven
Let , let be a UMD Banach space, let , and let be the generator of the Ornstein--Uhlenbeck semigroup on $L^p(\mathbb R^d,γ_d;…
Necessary conditions for deterministic and stochastic maximal regularity
Emiel Lorist, Jan van Neerven, Mark Veraar +1
We study the role of Banach space geometry in deterministic and stochastic maximal regularity. We first construct an example showing that the UMD assumption in the characterisation…
A Bismut-Elworthy-Li formula for linear stochastic evolution equations in Banach spaces
Jan van Neerven
We prove a Bismut-Elworthy-Li formula for linear stochastic evolution equations in Banach spaces. The admissible directions are those for which the deterministic orbit is square in…