Stochastic Integration of Operator-Valued Functions with Respect to Banach Space-Valued Brownian Motion

Abstract Let E be a real Banach space with property (α) and let WΓ be an E-valued Brownian motion with distribution Γ. We show that a function $\Psi:[0,T]\to{\mathcal L}(E)$ is stochastically integrable with respect to WΓ if and only if Γ-almost all orbits Ψx are stochastically integrable with respe...
Ausführliche Beschreibung

Abstract Let E be a real Banach space with property (α) and let WΓ be an E-valued Brownian motion with distribution Γ. We show that a function $\Psi:[0,T]\to{\mathcal L}(E)$ is stochastically integrable with respect to WΓ if and only if Γ-almost all orbits Ψx are stochastically integrable with respect to a real Brownian motion. This result is derived from an abstract result on existence of Γ-measurable linear extensions of γ-radonifying operators with values in spaces of γ-radonifying operators. As an application we obtain a necessary and sufficient condition for solvability of stochastic evolution equations driven by an E-valued Brownian motion. Ausführliche Beschreibung