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

In this paper we introduce a Fock space related to derivatives of Gelfond-Leontiev type, a class of derivatives which includes many classic examples like fractional derivatives or Dunkl operators. For this space we establish a modified…

We prove an extension theorem for a small perturbation of the Ornstein-Uhlenbeck operator $(L,D(L))$ in the space of all uniformly continuous and bounded functions $f:H\to \Rset$, where $H$ is a separable Hilbert space. We consider a…

Let $\rho$ be compactly supported on $D \subset \mathbb R^2$. Endow $\mathbb R^2$ with the metric $e^{\rho}(dx_1^2 + dx_2^2)$. As $\delta \to 0$ the set of Brownian loops centered in $D$ with length at least $\delta$ has measure…

Consider the regular Dirichlet extension $(\mathcal{E},\mathcal{F})$ for one-dimensional Brownian motion, that $H^1(\mathbb{R})$ is a subspace of $\mathcal{F}$ and $\mathcal{E}(f,g)=\frac12\mathbf{D}(f,g)$ for $f,g\in H^1(\mathbb{R})$. Both…

In this paper we study the behaviour of selective separability properties in the class of Frech\'{e}t-Urysohn spaces. We present two examples, the first one given in ZFC proves the existence of a countable Frech\'{e}t-Urysohn (hence…

Diffusion of point-like non interacting particles in a two-dimensional (2D) channel of varying cross section is considered. The particles are biased by a constant force in the transverse direction. We apply our recurrence mapping procedure,…

Weighted discrete Hilbert transforms $(a_n)_n \mapsto \big(\sum_n a_n v_n/(\lambda_j-\gamma_n)\big)_j$ from $\ell^2_v$ to $\ell^2_w$ are considered, where $\Gamma=(\gamma_n)$ and $\Lambda=(\lambda_j)$ are disjoint sequences of points in the…

It follows, from a generalised version of Paley-Wiener theorem, that the Laplace transform is an isometry between certain spaces of weighted $L^2$ functions defined on $(0, \infty)$ and (Hilbert) spaces of analytic functions on the right…

This paper considers filtered polynomial approximations on the unit sphere $\mathbb{S}^d\subset \mathbb{R}^{d+1}$, obtained by truncating smoothly the Fourier series of an integrable function $f$ with the help of a "filter" $h$, which is a…

Let $E$ and $P$ be subsets of a Banach space $X$, and let us define the unit sphere around $E$ in $P$ as the set $$Sph(E;P) :=\left\{ x\in P : \|x-b\|=1 \hbox{ for all } b\in E \right\}.$$ Given a C$^*$-algebra $A$, and a subset $E\subset…

We show that the problem whether every $1$-separably injective Banach space contains an isomorphic copy of $\ell_\infty$ is undecidable. Namely, unlike under the continuum hypothesis, assuming Martin's axiom and the negation of the…

We develop a sparse spectral method for a class of fractional differential equations, posed on $\mathbb{R}$, in one dimension. These equations can include sqrt-Laplacian, Hilbert, derivative and identity terms. The numerical method utilizes…

In this work, we prove a version of H\"{o}rmander's theorem for a stochastic evolution equation driven by a trace-class fractional Brownian motion with Hurst exponent $\frac{1}{2} < H < 1$ and an analytic semigroup on a given separable…

We study the free Banach lattice $FBL^{(p,\infty)}[E]$ with upper $p$-estimates generated by a Banach space $E$. Using a classical result of Pisier on factorization through $L^{p,\infty}(\mu)$ together with a finite dimensional reduction,…

We prove modulation invariant embedding bounds from Bochner spaces $L^p(\mathbb{W};X)$ on the Walsh group to outer-$L^p$ spaces on the Walsh extended phase plane. The Banach space $X$ is assumed to be UMD and sufficiently close to a Hilbert…

Let $(\mathcal{F}_n)_{n\ge 0}$ be the standard dyadic filtration on $[0,1]$. Let $\mathbb{E}_{\mathcal{F}_n}$ be the conditional expectation from $ L_1=L_1[0,1]$ onto $\mathcal{F} _n$, $n\ge 0$, and let $\mathbb{E}_{\mathcal{F} _{-1}} =0$.…

In this thesis we develop a functional analytic framework for shape optimization with elliptic partial differential equation (PDE) constraints in classical function spaces (H\"older spaces). This approach is motivated by shape optimization…

After some normalization, the logarithms of the ordered singular values of Brownian motions on $GL(N,\mathbb F)$ with $\mathbb F=\mathbb R, \mathbb C$ form Weyl-group invariant Heckman-Opdam processes on $\mathbb R^N$ of type $A_{N-1}$. We…

Let $W$ denote $d$-dimensional Brownian motion. We find an explicit formula for the essential supremum of Hausdorff dimension of $W(E)\cap F$, where $E\subset(0,\infty)$ and $F\subset \mathbf {R}^d$ are arbitrary nonrandom compact sets. Our…

We provide a mathematical study of the modified Diffusion Monte Carlo (DMC) algorithm introduced in the companion article \cite{DMC}. DMC is a simulation technique that uses branching particle systems to represent expectations associated…