Related papers: A Clark-Ocone formula in UMD Banach spaces
The Brownian motion of a particle in a one-dimensional periodic potential subjected to a uniform external force F is studied. Using the formula for the diffusion coefficient D obtained by other authors and an alternative one derived from…
Using the method of forcing we prove that consistently there is a Banach space of continuous functions on a compact Hausdorff space with the Grothendieck property and with density less than the continuum. It follows that the classical…
We develop a functional framework suitable for the treatment of partial differential equations and variational problems on evolving families of Banach spaces. We propose a definition for the weak time derivative that does not rely on the…
It is hereby established that the set of Lipschitz functions $f:\mathcal{U}\rightarrow \mathbb{R}$ ($\mathcal{U}$ nonempty open subset of $\ell_{d}^{1}$) with maximal Clarke subdifferential contains a linear subspace of uncountable…
The direct and inverse theorems are established for the best approximation in the weighted $L^p$ space on the unit sphere of $\RR^{d+1}$, in which the weight functions are invariant under finite reflection groups. The theorems are stated…
Let $B^{a,b}$ be a weighted fractional Brownian motion with indices $a,b$ satisfying $a>-1,-1<b<0,|b|<1+a$. In this paper, motivated by the asymptotic property $$ E[(B^{a,b}_{s+\varepsilon}-B^{a,b}_s)^2] =O(\varepsilon^{1+b})\not\sim…
The class of Banach spaces $(L^{q},L^{p}) ^{\alpha}(X,d,\mu)$, $1\leq q\leq \alpha \leq p\leq \infty ,$ introduced in \cite{F1} in connection with the study of the continuity of the fractional maximal operator of Hardy-Littlewood and of the…
A Banach space $E$ is said to be injective if for every Banach space $X$ and every subspace $Y$ of $X$ every operator $t:Y\to E$ has an extension $T:X\to E$. We say that $E$ is $\aleph$-injective (respectively, universally…
Let $C_1(H)$ denote the space of all trace class operators on an arbitrary complex Hilbert space $H$. We prove that $C_1(H)$ satisfies the $\lambda$-property, and we determine the form of the $\lambda$-function of Aron and Lohman on the…
We examine how implicit functions on ILB-Fr\'echet spaces can be obtained without metric or norm estimates which are classically assumed. We obtain implicit functions defined on a domain $D$ which is not necessarily open, but which contains…
Let $(\Omega,\mathcal{F},(\mathcal{F}_t)_{t \geq 0},\mathbb{P})$ be a filtered probability space satisfying the usual assumptions: it is usually not possible to extend to $\mathcal{F}_{\infty}$ (the $\sigma$-algebra generated by…
We prove in this paper that a sequence $M:\mathbb{Z}^{n}\to\mathcal{L}(E)$ of bounded variation is a Fourier multiplier on the Besov space $B_{p,q}^{s}(\mathbb{T}^{n},E)$ for $s\in\mathbb{R}$, $1<p<\infty$, $1\leq q\leq\infty$ and $E$ a…
A Brownian spatial tree is defined to be a pair $(\mathcal{T},\phi)$, where $\mathcal{T}$ is the rooted real tree naturally associated with a Brownian excursion and $\phi$ is a random continuous function from $\mathcal{T}$ into…
We prove a new Burkholder-Rosenthal type inequality for discrete-time processes taking values in a 2-smooth Banach space. As a first application we prove that if $(S(t,s))_{0\leq s\leq T}$ is a $C_0$-evolution family of contractions on a…
We consider the fractional derivative of a general Poisson semigroup. With this fractional derivative we define the generalized fractional Littlewood-Paley $g$-function for semigroups acting on $L^p$-spaces of functions with values in…
The fractional Brownian motion of index $0 < H < 1$, H-FBM, with d-dimensional time is considered on an expanding set TG, where G is a bounded convex domain that contains 0 at its boundary. The main result: if 0 is a point of smoothness of…
We develop a general theory of multilinear singular integrals with operator-valued kernels, acting on tuples of UMD Banach spaces. This, in particular, involves investigating multilinear variants of the $\mathcal R$-boundedness condition…
In a 2006 article (\cite{A1}), Allouba gave his quadratic covariation differentiation theory for It\^o's integral calculus. He defined the derivative of a semimartingale with respect to a Brownian motion as the time derivative of their…
An integration by parts formula is the foundation for stochastic analysis on path spaces over a (finite dimensional) Riemannian manifold or over $R^n$, from which we may deduce the operator $d$ is closable and define the Laplacian operator…
We study arithmetic properties of certain quaternionic periods of Hilbert modular forms arising from base change of elliptic modular forms. These periods which we call the distinguished periods are closely related to the notion of…