Stochastic integration in UMD Banach spaces

J. M. A. M. van Neerven, M. C. Veraar, L. Weis

In this paper we construct a theory of stochastic integration of processes with values in $\mathcal{L}(H,E)$, where $H$ is a separable Hilbert space and $E$ is a UMD Banach space (…