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Poisson stochastic integration in Banach spaces

   
@article{EJP2945,
	author = {Sjoerd Dirksen and Jan Maas and Jan Neerven},
	title = {Poisson stochastic integration in Banach spaces},
	journal = {Electron. J. Probab.},
	fjournal = {Electronic Journal of Probability},
	volume = {18},
	year = {2013},
	keywords = {Stochastic integration, Poisson random measure, martingale type, UMD Banach spaces, stochastic convolutions, Malliavin calculus, Clark-Ocone representation theorem.},
	abstract = {
We prove new upper and lower bounds for Banach space-valued stochastic integrals with respect to a compensated Poisson random measure. Our estimates apply to Banach spaces with non-trivial martingale (co)type and extend various results in the literature. We also develop a Malliavin framework to interpret Poisson stochastic integrals as vector-valued Skorohod integrals, and prove a Clark- Ocone representation formula.
},
	pages = {no. 100, 1-28},
	issn = {1083-6489},
	doi = {10.1214/EJP.v18-2945},    
        url = {http://ejp.ejpecp.org/article/view/2945}}