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

In this paper, we assume that the filtration $\bb F$ is generated by a $d$-dimensional Brownian motion $W=(W_1,\cdots,W_d)'$ as well as an integer-valued random measure $\mu(du,dy)$. The random variable $\ttau$ is the default time and $L$…

We extend some results about sampling of entire functions of exponential type to Banach spaces. By using generator $D$ of one-parameter group $e^{tD}$ of isometries of a Banach space $E$ we introduce Bernstein subspaces…

The Fourier coefficients F(t) of a function f on a compact symmetric space U/K are given by integration of f against matrix coefficients of irreducible representations of U. The coefficients depend on a spectral parameter t, which…

We prove that the existence of Banach spaces with $L$-orthogonal sequences but without $L$-orthogonal elements is independent of the standard foundation of Mathematics, ZFC. This provides a definitive answer to…

Let X be a separable Banach space which admits a separating polynomial; in particular X a separable Hilbert space. Let $f:X \rightarrow R$ be bounded, Lipschitz, and $C^1$ with uniformly continuous derivative. Then for each {\epsilon}>0,…

We develop a general framework for the analysis of operator-valued multilinear multipliers acting on Banach-valued functions. Our main result is a Coifman-Meyer type theorem for operator-valued multilinear multipliers acting on suitable…

The classical Banach space $L_1(L_p)$ consists of measurable scalar functions $f$ on the unit square for which $$\|f\| = \int_0^1\Big(\int_0^1 |f(x,y)|^p dy\Big)^{1/p}dx < \infty.$$ We show that $L_1(L_p)$ $(1 < p < \infty)$ is primary,…

We review the derivation of the effective Dirac equation for ultracold atoms in one-dimensional bichromatic optical lattices, following the proposal by Witthaut et al. Phys. Rev. A 84, 033601 (2011). We discuss how such a derivation - based…

This paper presents a novel formula for the transition density of the Brownian motion on a sphere of any dimension and discusses an algorithm for the simulation of the increments of the spherical Brownian motion based on this formula. The…

We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to…

We give a positive solution for the hyperplane conjecture of quotient spaces F of $L_p$, where $1<p\kll\infty$. \[ vol(B_F)^{\frac{n-1}{n}} \kl c_0 \pl p' \pl \sup_{H \p hyperplane} vol(B_F\cap H) \pl.\] This result is extended to Banach…

The finite Hilbert transform $T$, when acting in the classical Zygmund space $\logl$ (over $(-1,1)$), was intensively studied in \cite{curbera-okada-ricker-log}. In this note an integral representation of $T$ is established via the…

Let $Z$ be a $H$-valued Ornstein--Uhlenbeck process, $b\colon[0,1]\times H \rightarrow H$ and $h\colon[0,1] \rightarrow H$ be a bounded, Borel measurable functions with $\|b\|_\infty \leq 1$ then $\mathbb E \exp \alpha \left|…

We prove F\"{o}llmer's pathwise It\^{o} formula for a Banach space-valued c\`{a}dl\`{a}g path. We also relax the assumption on the sequence of partitions along which we treat the quadratic variation of a path.

In this paper we construct a Markov process which has as invariant measure the fractional Edwards measure based on a $d$-dimensional fractional Brownian motion, with Hurst index $H$ in the case of $Hd=1$. We use the theory of classical…

In this paper, we will establish a discrete-time version of Clark(-Ocone-Haussmann) formula, which can be seen as an asymptotic expansion in a weak sense. The formula is applied to the estimation of the error caused by the martingale…

Let $T\colon H^1({\mathbb R})\to H^1({\mathbb R})$ be a bounded Fourier multiplier on the analytic Hardy space $H^1({\mathbb R})\subset L^1({\mathbb R})$ and let $m\in L^\infty({\mathbb R}_+)$ be its symbol, that is,…

Several results concerning multipliers of symmetric Banach function spaces are presented firstly. Then the results on multipliers of Calder\'on-Lozanovskii spaces are proved. We investigate assumptions on a Banach ideal space E and three…

Let $X$ be a separable Banach space and let $Q:X^*\rightarrow X$ be a linear, bounded, non-negative and symmetric operator and let $A:D(A)\subseteq X\rightarrow X$ be the infinitesimal generator of a strongly continuous semigroup of…

We present a predictive local field theory for the nonequilibrium dynamics of interacting active Brownian particles with a spherical shape in two spatial dimensions. The theory is derived by a rigorous coarse-graining starting from the…