Related papers: Cylindrical Wiener processes

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…

This article studies regularity properties of multiplicative stochastic processes on infinite-dimensional Lie groups. We investigate conditions under which these processes admit c\`adl\`ag modifications and derive bounds on their local…

In [22], it was proved that as long as the integrand has certain properties, the corresponding It\^o integral can be written as a (parameterized) Lebesgue integral (or a Bochner integral). In this paper, we show that such a question can be…

In the paper stochastic Volterra equations with noise terms driven by series of independent scalar Wiener processes are considered. In our study we use the resolvent approach to the equations under consideration. We give sufficient…

We generalize the theory of Wiener amalgam spaces on locally compact groups to quasi-Banach spaces. As a main result we provide convolution relations for such spaces. Also we weaken the technical assumption that the global component is…

We consider weighted banach spaces of holomorphic functions on the upper half plane that are determined by $ \|f\|=\sup_{y>0,-\infty<x<\infty}p(y)|f(x+iy)|<\infty $ for a very large class of weight functions p. We completely solve the…

We show that some previous results concerning the boundedness of differentiation and integration operators on weighted spaces given by radial weights in the unit disk or the complex plane might fail without some natural additional…

The intrinsic volumes induced by a stationary Poisson k-flat process inside a compact and convex sampling window are considered. Using techniques from stochastic analysis, more precisely calculus with multiple stochastic integrals and a…

In probability theory, how to approximate the solution of a stochastic differential equation is an important topic. In Watanabe's classical textbook, by an approximation of the Wiener process, solutions of approximated equations converge to…

Solutions of some partial differential equations are obtained as critical points of a real funtional. Then the Banach space where this functional is defined has to be real, otherwise, it is not differentiable. It follows that the equation…

The paper studies Dirichlet forms on the classical Wiener space and the Wiener space over non-compact complete Riemannian manifolds. The diffusion operator is almost everywhere an unbounded operator on the Cameron--Martin space. In…

We consider integration of functions with values in a partially ordered vector space, and two notions of extension of the space of integrable functions. Applying both extensions to the space of real valued simple functions on a measure…

This paper is essentially a survey on several classical results of harmonic analysis and their recent extensions to Banach spaces. The first part of the paper is a summary of some important results in such topics as Bernstein spaces,…

We study identification of stochastic Wiener dynamic systems using so-called indirect inference. The main idea is to first fit an auxiliary model to the observed data and then in a second step, often by simulation, fit a more structured…

We present a new approach to define a suitable integral for functions with values in quasi-Banach spaces. The integrals of Bochner and Riemann have deficiencies in the non-locally convex setting. The study of an integral for $p$-Banach…

The velocity of a passive particle in a one-dimensional wave field is shown to converge in law to a Wiener process, in the limit of a dense wave spectrum with independent complex amplitudes, where the random phases distribution is invariant…

Let $X$ be a compact Hausdorff space, let $E$ be a Banach space, and let $C(X,E)$ stand for the Banach space of $E$-valued continuous functions on $X$ under the uniform norm. In this paper we characterize Integral operators (in the sense of…

A stochastic calculus is given for processes described by stochastic integrals with respect to fractional Brownian motions and Rosenblatt processes somewhat analogous to the stochastic calculus for It\^{o} processes. These processes for…

In this paper, we present an overview of the recent developments of functional quantization of stochastic processes, with an emphasis on the quadratic case. Functional quantization is a way to approximate a process, viewed as a…

Systems of ordinary differential equations (or dynamical forms in Lagrangian mechanics), induced by embeddings of smooth fibered manifolds over one-dimensional basis, are considered in the class of variational equations. For a given…