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Register a new userStochastic integration in quasi-Banach spaces
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In this paper we develop a stochastic integration theory for processes with values in a quasi-Banach space. The integrator is a cylindrical Brownian motion. The main results give sufficient conditions for stochastic integrability. They are natural extensions of known results in the Banach space setting. We apply our main results to the stochastic heat equation where the forcing terms are assumed to have Besov regularity in the space variable with integrability exponent $pin (0,1]$. The latter is natural to consider for its potential application to adaptive wavelet methods for stochastic partial differential equations.
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This paper is devoted to the study of the relatively compact sets in Quasi-Banach function spaces, providing an important improvement of the known results. As an application, we take the final step in establishing a relative compactness criteria for function spaces with any weight without any assumption.
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