On stochastics equations with respect to semimartingales. II. Ito formula in Banach spaces. (English) Zbl 0481.60060


60H05 Stochastic integrals
60H15 Stochastic partial differential equations (aspects of stochastic analysis)


Zbl 0439.60061
Full Text: DOI


[1] Gyöngy I., Stochastics 4 pp 1– (1980) · Zbl 0439.60061
[2] Krylov N. V., Itôgi nauki, Teor. verojatn pp 72–
[3] Lipster R. S., Statistics of Random Processes I (1977)
[4] Métivier M., Reelle und Vektorwertige Quasimartingale und die Theorie der Stochastischen Integration (1977) · Zbl 0364.60006
[5] Métivier M., Bull. Soc. Math. France 104 pp 65– (1976)
[6] Pardoux E., Thèse (1975)
[7] Yosida K., Functional Analysis (1965) · Zbl 0126.11504
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