Itô’s Formula in Umd Banach Spaces and Regularity of Solutions of the Zakai Equation
نویسندگان
چکیده
Using the theory of stochastic integration for processes with values in a UMD Banach space developed recently by the authors, an Itô formula is proved which is applied to prove the existence of strong solutions for a class of stochastic evolution equations in UMD Banach spaces. The abstract results are applied to prove regularity in space and time of the solutions of the Zakai equation.
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