Related papers: A Clark-Ocone formula in UMD Banach spaces

Let $\phi(z)=(\phi_1(z),...,\phi_n(z))$ be a holomorphic self-map of $B$ and $\psi(z)$ a holomorphic function on $B$, where $B$ is the unit ball of ${\Bbbb C}^n$. Let $0<p,s<+\infty, -n-1<q<+\infty, q+s>-1$ and $\alpha\geq 0,$ this paper…

Transport of point-size Brownian particles under the influence of a constant and uniform force field through a three-dimensional channel with smoothly varying periodic cross-section is investigated. Here, we employ an asymptotic analysis in…

Given a symmetric Dirichlet form $(\mathcal{E},\mathcal{F})$ on a (non-trivial) $\sigma$-finite measure space $(E,\mathcal{B},m)$ with associated Markovian semigroup $\{T_{t}\}_{t\in(0,\infty)}$, we prove that $(\mathcal{E},\mathcal{F})$ is…

We consider a Riesz $\phi$-variation for functions $f$ defined on the real line when $\varphi:\Omega\times[0,\infty)\to[0,\infty)$ is a generalized $\Phi$-function. We show that it generates a quasi-Banach space and derive an explicit…

We consider a stochastic evolution equation in a 2-smooth Banach space with a densely and continuously embedded Hilbert subspace. We prove that under H\"ormander's bracket condition, the image measure of the solution law under any…

We prove a vector-valued version of Carleson's theorem: Let Y=[X,H]_t be a complex interpolation space between a UMD space X and a Hilbert space H. For p\in(1,\infty) and f\in L^p(T;Y), the partial sums of the Fourier series of f converge…

We show sharpened forms of the concentration of measure phenomenon typically centered at stochastic expansions of order $d-1$ for any $d \in \mathbb{N}$. Here we focus on differentiable functions on the Euclidean space in presence of a…

By using the Principle of Local Reflexivity (PLR), we prove that for every two Banach spaces $E$ and $X$ there exists a suitable ultrafilter $\mathcal{U}$ such that $ \mathcal{F}(E,X)^*,$ the dual space of the finite rank operators, can be…

We establish Hermite expansion characterizations for several subspaces of the Fr\'{e}chet space of functions on the real line satisfying \begin{equation*} |f(x)| \lesssim e^{-(\frac{1}{2} - \lambda ) x^{2}} , \qquad | \widehat{f}(\xi )|…

Suppose $0 < \alpha \leq n$, $H: \Bbb R^n \to [0,1]$ is a Lebesgue measurable function, and $A_\alpha(H)$ is the infimum of all numbers $C$ for which the inequality $\int_B H(x) dx \leq C R^\alpha$ holds for all balls $B \subset \Bbb R^n$…

Given a real and separable Hilbert space H we consider the measure-valued equation \begin{equation*} \int_H\phi(x)\mu_t(dx)- \int_H\phi(x)\mu(dx)= \int_0^t(\int_HK_0\phi(x)\mu_s(dx))ds, \end{equation*} where K_0 is the Kolmogorov…

For every filter $\mathcal F$ on $\mathbb N$, we introduce and study corresponding uniform $\mathcal F$-boundedness principles for locally convex topological vector spaces. These principles generalise the classical uniform boundedness…

We consider branching Brownian motion on the real line with the following selection mechanism: Every time the number of particles exceeds a (large) given number $N$, only the $N$ right-most particles are kept and the others killed. After…

Diffusion processes $(\underline{\bf X}_d(t))_{t\geq 0}$ moving inside spheres $S_R^d \subset\mathbb{R}^d$ and reflecting orthogonally on their surfaces $\partial S_R^d$ are considered. The stochastic differential equations governing the…

Let $X$ be a separable Banach space with a separating polynomial. We show that there exists $C\geq 1$ (depending only on $X$) such that for every Lipschitz function $f:X\rightarrow\mathbb{R}$, and every $\epsilon>0$, there exists a…

We consider the spaces $L^p(X,\nu;V)$, where $X$ is a separable Banach space, $\mu$ is a centred non-degenerate Gaussian measure, $\nu:=Ke^{-U}\mu$ with normalizing factor $K$ and $V$ is a separable Hilbert space. In this paper we prove a…

We show that the derivatives in the sense of Fr\'echet and G\^ateaux can be viewed as derivatives oriented towards a star convex set with the origin as center. The resulting oriented differential calculus extends the mean value theorem, the…

Let F(R^n) be the algebra of Fourier transforms of functions from L_1(R^n), K(R^n) be the algebra of Fourier transforms of bounded complex Borel measures in R^n and W be Wiener algebra of continuous 2pi-periodic functions with absolutely…

We extend the deformation to the normal cone and tangent groupoid constructions from finite-dimensional manifolds to infinite-dimensional Banach and Fredholm manifolds. Next, we generalize the concept of Fredholm filtrations to get a more…

We define the $k$:th moment of a Banach space valued random variable as the expectation of its $k$:th tensor power; thus the moment (if it exists) is an element of a tensor power of the original Banach space. We study both the projective…