Andre Suess: Integration theory for infinite dimensional processes

In this talk we present a stochastic integration theory with respect to a possibly infinite-dimensional, volatility modulated Volterra processes. This extends the results in Alòs, Mazet and Nualart (2001) to allow for stochastic volatility and those in Barndorff-Nielsen el al. (2012) to treat integration in separable Hilbert spaces. The integration operator is based on elements of Malliavin calculus and leads to an anticipating integral. In this talk we motivate the relevant concept of integration, derive its fundamental properties, give some applications and show some open problems and further lines of research.