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

Computations in high-dimensional spaces can often be realized only approximately, using a certain number of projections onto lower dimensional subspaces or sampling from distributions. In this paper, we are interested in pairs of…

Consider the linear stochastic evolution equation dU(t) = AU(t) + dW_H(t), t\ge 0, where A generates a C_0-semigroup on a Banach space E and W_H is a cylindrical Brownian motion in a continuously embedded Hilbert subspace H of E. Under the…

Let H(f)(x)=\int_{(0,infty)^d} f(v) E_{x}(v) d\nu(v), be the multivariable Hankel transform, where E_{x}(v)=\prod_{k=1}^d (x_k v_k)^{-a_k+1/2} J_{a_k-1/2}(x_k v_k), d\nu(v)=v^a dv, a=(a_1,...,a_d). We give sufficient conditions on a bounded…

Let $X$ be a given Banach space and let $M$, $N$ be two orthogonal $X$-valued local martingales such that $N$ is weakly differentially subordinate to $M$. The paper contains the proof of the estimate $$ \mathbb E \Psi(N_t) \leq…

Let $B$ be a bi-fractional Brownian motion with indices $H\in (0,1),K\in (0,1]$, $2HK=1$ and let ${\mathscr L}(x,t)$ be its local time process. We construct a Banach space ${\mathscr H}$ of measurable functions such that the quadratic…

Let $E$, $F$ be separable Hilbert spaces, and assume that $E$ is infinite-dimensional. We show that for every continuous mapping $f:E\to F$ and every continuous function $\varepsilon: E\to (0, \infty)$ there exists a $C^{\infty}$ mapping…

In this article we introduce cylindrical fractional Brownian motions in Banach spaces and develop the related stochastic integration theory. Here a cylindrical fractional Brownian motion is understood in the classical framework of…

As an appropriate analog of the Euclidean short-time Fourier transform, we study a windowed version of the Helgason-Fourier transform on the complex unit ball and translate the theory of modulation/coorbit spaces. As a result, atomic…

Let H be a Hilbert space and E a Banach space. We set up a theory of stochastic integration of L(H,E)-valued functions with respect to H-cylindrical Liouville fractional Brownian motions (fBm) with arbitrary Hurst parameter in the interval…

The purpose of this paper is to construct a new class of separable Banach spaces $\K^p[\mathbb{B}], \; 1\leq p \leq \infty$. Each of these spaces contain the $ \mcL^p[\mathbb{B}] $ spaces, as well as the space $\mfM[\R^\iy]$, of finitely…

We prove that the class of trilinear multiplier forms with singularity over a one dimensional subspace, including the bilinear Hilbert transform, admit bounded $L^p$-extension to triples of intermediate $\mathrm{UMD}$ spaces. No other…

For weighted Toeplitz operators $\T^N_\phi$ defined on spaces of holomorphic functions in the unit ball, we derive regularity properties of the solutions $f$ to the integral equation $\T^N_\phi(f)=h$ in terms of the regularity of the symbol…

Let $\mathcal{H}$ be a right quaternionic Hilbert space and let $T$ be a quaternionic normal operator with the domain $\mathcal{D}(T) \subset \mathcal{H}$. Then for a fixed unit imaginary quaternion $m$, there exists a Hilbert basis…

The space Weak L^1 consists of all measurable functions on [0,1] such that q(f) = sup_{c>0} c \lambda{t : |f(t)| > c} is finite, where \lambda denotes Lebesgue measure. Let \rho be the gauge functional of the unit ball {f : q(f) \leq 1} of…

We extend Rubio de Francia's extrapolation theorem for functions valued in UMD Banach function spaces, leading to short proofs of some new and known results. In particular we prove Littlewood-Paley-Rubio de Francia-type estimates and…

Given two Banach function spaces we study the pointwise product space E.F, especially for the case that the pointwise product of their unit balls is again convex. We then give conditions on when the pointwise product E . M(E, F)=F, where…

In this research we introduce the Banach space valued $H^p$ spaces with $A_p$ weight, and prove the following results: Let $\mathbb{A}$ and $\mathbb{B}$ Banach spaces, and $T$ be a convolution operator mapping $\mathbb{A}$-valued functions…

In this short note, we derive an upper estimate of Clarke's subdifferential of marginal functions in Banach spaces. The structure of the upper estimate is very similar to other results already obtained in the literature. The novelty lies on…

We consider the action of finitely truncated singular integral operators on functions taking values in a Banach space. Such operators are bounded for any Banach space, but we show a quantitative improvement over the trivial bound in any…

We revisit the description provided by Ph. Biane of the spectral measure of the free unitary Brownian motion. We actually construct for any $t \in (0,4)$ a Jordan curve $\gamma_t$ around the origin, not intersecting the semi-axis…