129 citations · 466 across the 72 of their papers we have counts for
6 papers · 2 filters
Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations
Mark Veraar
In this paper we study the following non-autonomous stochastic evolution equation on a UMD Banach space with type 2, {equation}\label{eq:SEab}\tag{SE} {{aligned} dU(t) & = (A(t…
Conditions for stochastic integrability in UMD Banach spaces
Jan van Neerven, Mark Veraar, Lutz Weis
A detailed theory of stochastic integration in UMD Banach spaces has been developed recently by the authors. The present paper is aimed at giving various sufficient conditions for…
A note on optimal probability lower bounds for centered random variables
Mark Veraar
In this note we obtain lower bounds for and under assumptions on the moments of a centered random variable . The obtained estimates are shown to be optimal…
Ito's formula in UMD Banach spaces and regularity of solutions of the Zakai equation
Z. Brzezniak, J. M. A. M. van Neerven, M. C. Veraar +1
Using the theory of stochastic integration for processes with values in a UMD Banach space developed recently by the authors, an Ito formula is proved which is applied to prove the…
On Besov regularity of Brownian motions in infinite dimensions
Tuomas Hytonen, Mark Veraar
We extend to the vector-valued situation some earlier work of Ciesielski and Roynette on the Besov regularity of the paths of the classical Brownian motion. We also consider a Brow…
Some remarks on tangent martingale difference sequences in -spaces
Sonja Cox, Mark Veraar
Let X be a Banach space. Suppose that for all a constant depending only on X and p exists such that for any two X-valued martingales f and g with tange…