Over the past fifteen years, motivated by regularity problems in evolution equations, there
has been tremendous progress in the analysis of Banach space-valued functions and …

We consider covariance estimation of any subgaussian distribution from finitely many iid
samples that are quantized to one bit of information per entry. Recent work has shown that a …

This paper presents a brief survey of the theory of stochastic integration in Banach spaces.
Expositions of the stochastic integrals in martingale type 2 spaces and UMD spaces are …

Originally conceived to be the final volume of a trilogy on Analysis in Banach spaces,
containing the applications of the infrastructure of Volumes I–II to Harmonic and Stochastic …

In this paper we define a new type of quadratic variation for cylindrical continuous local
martingales on an infinite dimensional spaces. It is shown that a large class of cylindrical …

For stochastic conservation laws driven by a semilinear noise term, we propose a
generalization of the Kružkov entropy condition by allowing the Kružkov constants to be …

In this article we prove pathwise Hölder convergence with optimal rates of the implicit Euler
scheme for the abstract stochastic Cauchy problem 1.1 {dU (t) &= AU (t)\, dt+ F (t, U (t))\, dt+ …

Abstract In [Yong 2004], it was proved that as long as the integrand has certain properties,
the corresponding It\^ o integral can be written as a (parameterized) Lebesgue integral (or a …

Motivated by the study of existence, uniqueness and regularity of solutions to stochastic
partial differential equations driven by jump noise, we prove Itô isomorphisms for L^p-valued …

A NOTE ON MAXIMAL ESTIMATES FOR STOCHASTIC CONVOLUTIONS 1. Introduction and
main result Let (Ω, A , P) be a probability space Page 1 Czechoslovak Mathematical Journal, 61 …