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

The following theorem is the main result of this note. Theorem 1. Let $(E, \|\cdot\|_E) $ be a rearrangement invariant Banach function space on the interval $[0, 1]$. If $E$ is isometric to $\L_p [0, 1]$ for some $1\le p<\infty$, then $E$…

Let $X$ and $Y$ be separable Banach spaces. Suppose $Y$ either has a shrinking basis or $Y$ is isomorphic to $C(2^\mathbb{N})$ and $A$ is a subset of weakly compact operators from $X$ to $Y$ which is analytic in the strong operator…

Let $E,F$ be exact operators (For example subspaces of the $C^*$-algebra $K(H)$ of all the compact operators on an infinite dimensional Hilbert space $H$). We study a class of bounded linear maps $u\colon E\to F^*$ which we call tracially…

We extend some results of Kwok-Pun Ho. In particular, it will be shown that every rearrangement-invariant quasi-Banach function space E on a totally sigma-finite measure space with a non-atomic measure can be expressed is the form…

We prove various extensions of the Coifman-Rubio de Francia-Semmes multiplier theorem to operator-valued multipliers on Banach function spaces. Our results involve a new boundedness condition on sets of operators which we call…

Dynamical sampling deals with representations of a frame $\{ f_k \}_{k=1}^\infty$ as an orbit $\{ T^n \varphi \}_{n=0}^\infty$ of a linear and possibly bounded operator $T$ acting on the underlying Hilbert space. It is known that the desire…

This article focuses on a new concept of quadratic variation for processes taking values in a Banach space $B$ and a corresponding covariation. This is more general than the classical one of M\'etivier and Pellaumail. Those notions are…

We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…

For $i=1,2$, let $E_i$ be a reflexive Banach lattice over $\mathbb{R}$ with a certain parameter $\lambda^+(E_i)>1$, let $K_i$ be a locally compact (Hausdorff) topological space and let $\mathcal{H}_i$ be a closed subspace of…

We introduce the operators "modified limit" and "accumulation" on a Banach space, and we use this to define what we mean by being internally computable over the space. We prove that any externally computable function from a computable…

Let $I_1=[a_0,a_1),\ldots,I_{k}= [a_{k-1},a_k)$ be a partition of the interval $I=[0,1)$ into $k$ subintervals. Let $f:I\to I$ be a map such that each restriction $f|_{I_i}$ is an increasing Lipschitz contraction. We prove that any $f$…

Bayesian inference can be embedded into an appropriately defined dynamics in the space of probability measures. In this paper, we take Brownian motion and its associated Fokker--Planck equation as a starting point for such embeddings and…

In this paper we apply Clark-Ocone formula to deduce an explicit integral representation for the renormalized self-intersection local time of the $d$% -dimensional fractional Brownian motion with Hurst parameter $H\in (0,1)$. As a…

The kinetic separation of repulsive active Brownian particles into a dense and a dilute phase is analyzed using a systematic coarse-graining strategy. We derive an effective Cahn-Hilliard equation on large length and time scales, which…

For a separable finite diffuse measure space $\mathcal{M}$ and an orthonormal basis $\{\varphi_n\}$ of $L^2(\mathcal{M})$ consisting of bounded functions $\varphi_n\in L^\infty(\mathcal{M})$, we find a measurable subset…

Let (P(t)) be the Ornstein-Uhlenbeck semigroup associated with the stochastic Cauchy problem dU(t) = AU(t)dt + dW_H(t), where A is the generator of a C_0-semigroup (S(t)) on a Banach space E, H is a Hilbert subspace of E, and (W_H(t)) is an…

We study the radius $R_T$ of a self-repellent fractional Brownian motion $\left\{B^H_t\right\}_{0\le t\le T}$ taking values in $\mathbb{R}^d$. Our sharpest result is for $d=1$, where we find that with high probability, \begin{equation*} R_T…

A derivation operator and a divergence operator are defined on the algebra of bounded operators on the symmetric Fock space over the complexification of a real Hilbert space $\eufrak{h}$ and it is shown that they satisfy similar properties…

The known duality of the space of Bloch complex-valued functions on the open complex unit disc $\mathbb{D}$ is addressed under a new approach with the introduction of the concepts of Bloch molecules and Bloch-free Banach space of…

In this paper we deal with two weaker forms of injectivity which turn out to have a rich structure behind: separable injectivity and universal separable injectivity. We show several structural and stability properties of these classes of…