Forward integration, convergence and nonadapted pointwise multipliers
Probability
2014-08-29 v2 Functional Analysis
Abstract
In this paper we study the forward integral of operator-valued processes with respect to a cylindrical Brownian motion. In particular, we provide conditions under which the approximating sequence of processes of the forward integral, converges to the stochastic integral process with respect to Sobolev norms of smoothness alpha < 1/2. This result will be used to derive a new integration by parts formula for the forward integral.
Cite
@article{arxiv.1310.6961,
title = {Forward integration, convergence and nonadapted pointwise multipliers},
author = {Matthijs Pronk and Mark Veraar},
journal= {arXiv preprint arXiv:1310.6961},
year = {2014}
}
Comments
Minor revision. Accepted for publication in Infin. Dimens. Anal. Quantum Probab. Relat. Top