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We provide some necessary and sufficient conditions for a proper lower semicontinuous convex function, defined on a real Banach space, to be locally or globally Lipschitz continuous. Our criteria rely on the existence of a bounded selection…

We generalize Franz' independence in tensor categories with inclusions from two morphisms (which represent generalized random variables) to arbitrary ordered families of morphisms. We will see that this only works consistently if the unit…

This thesis is devoted to the study of affine processes and their applications in financial mathematics. In the first part we consider the theory of time-inhomogeneous affine processes on general state spaces. We present a concise setup for…

A generalized It${\hat {\rm o}}$ formula for time dependent functions of two-dimensional continuous semi-martingales is proved. The formula uses the local time of each coordinate process of the semi-martingale, left space and time first…

In this paper we investigate the approximation of continuous functions on the Wasserstein space by smooth functions, with smoothness meant in the sense of Lions differentiability. In particular, in the case of a Lipschitz function we are…

We construct families of rational functions $f \colon \bP^1_k \to \bP^1_k$ of degree $d \geq 2$ over a perfect field $k$ whose associated fixed-point processes fail to be martingales. Conversely, for any normal variety $X \subset…

Let $\mathcal{M}$ be a semifinite von Neumann algebra equipped with a normal faithful semifinite trace $\tau$, and let $L_p(\mathcal{M})$ denote the associated noncommutative $L_p$-space for $1<p<\infty$. Let $n\in\mathbb{N}$ and let $a, b$…

We provide sufficient conditions for a set $E\subset\mathbb{R}^n$ to be a non-universal differentiability set, i.e. to be contained in the set of points of non-differentiability of a real-valued Lipschitz function. These conditions are…

Several versions of It\^{o}'s formula have been obtained in the context of the functional stochastic calculus. Here, we revisit this topic in two ways. First, by defining a notion of derivative along a functional, we extend the setting of…

We show that any dynamics on any discrete planar sequence $S$ can be realized by the postsingular dynamics of some transcendental meromorphic function, provided we allow for small perturbations of $S$. This work was influenced by an…

Let $X$ and $Y$ be Banach or normed linear spaces and $F\subset X$ a closed set. We apply our recent extension theorem for vector-valued Baire one functions arXiv:1512.03717 to obtain an extension theorem for vector-valued functions…

We investigate the differentiability properties of real-valued quasiconvex functions f defined on a separable Banach space X. Continuity is only assumed to hold at the points of a dense subset. If so, this subset is automatically residual.…

We study the the Dirichlet problem for the cross-diffusion system \[ \partial_tu_i=\operatorname{div}\left(a_iu_i\nabla (u_1+u_2)\right)+f_i(u_1,u_2),\quad i=1,2,\quad a_i=const>0, \] in the cylinder $Q=\Omega\times (0,T]$. The functions…

Basic aspects of differential geometry can be extended to various non-classical settings: Lipschitz manifolds, rectifiable sets, sub-Riemannian manifolds, Banach manifolds, Weiner space, etc. Although the constructions differ, in each of…

We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formula for Poissonian infinitely divisible processes but with…

The existence of higher derivative discontinuous solutions to a first order ordinary differential equation is shown to reveal a nonlinear SL(2,R) structure of analysis in the sense that a real variable $t$ can now accomplish changes not…

We present several results on the smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…

Let $X$ be an arbitrary separable symmetric space on $[0,1]$. By using a combination of the frame approach and the notion of the multiplicator space $\mathscr{M}(X)$ of $X$ with respect to the tensor product, we investigate the problem when…

We survey methods and results of fractional differential equations in which an unknown function is under the operation of integration and/or differentiation of fractional order. As an illustrative example, we review results on fractional…

We consider the asymptotic behaviour of finite energy solutions to the one-dimensional defocusing nonlinear wave equation $-u_{tt} + u_{xx} = |u|^{p-1} u$, where $p > 1$. Standard energy methods guarantee global existence, but do not…