Related papers: Conditions for stochastic integrability in UMD Ban…
A Smarandache multi-space is a union of $n$ different spaces equipped with some different structures for an integer $n\geq 2$, which can be both used for discrete or connected spaces, particularly for geometries and spacetimes in…
We study a stochastic control problem for a Volterra-type controlled forward equation with past dependence obtained via convolution with a deterministic kernel. To be able to apply dynamic programming to solve the problem, we lift it to…
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…
This paper presents Stieltjes-type integration for operator-valued functions with respect to spectral families. The relation between Riemann-Stieltjes integrals associated with some classes of spectral families including, in particular,…
The paper concerns foundations of sensitivity and stability analysis in optimization and related areas, being primarily addressed truncated constrained systems. We consider general models, which are described by multifunctions between…
The existence of the Oseledets decomposition on continuously embedded subspaces of Banach spaces is proved in this paper. Natural assumptions facilitating such transfer of the Oseledets decomposition are presented, notably conditions often…
This paper is devoted to the study of symplectic manifolds and their connection with Hamiltonian dynamical systems. We review some properties and operations on these manifolds and see how they intervene when studying the complete…
The purpose of this paper is to study stochastic evolution inclusions of the form \begin{align*} \eta(t,z) N_{\Theta}(dt \otimes z)\in dX(t)+\mathcal{A} X(t)dt, \end{align*} where $\mathcal{A}$ is a multi-valued operator acting on a…
The complemented subspace problem asks, in general, which closed subspaces $M$ of a Banach space $X$ are complemented; i.e. there exists a closed subspace $N$ of $X$ such that $X=M\oplus N$? This problem is in the heart of the theory of…
In this manuscript, we investigate a fractional stochastic neutral differential equation with time delay, which includes both deterministic and stochastic components. Our primary objective is to rigorously prove the existence of a unique…
We introduce a family of Banach spaces of measures, each containing the set of measures with density of bounded variation. These spaces are suitable for the study of weighted transfer operators of piecewise-smooth maps of the interval where…
In this article we show in details the derivation of an integration scheme for the dissipative particle dynamic model (DPD) using the stochastic Trotter formula [De Fabritiis et al., Physica A, 361, 429 (2006)]. We explain some subtleties…
In this paper we study reachability verification problems of stochastic discrete-time dynamical systems over the infinite time horizon. The reachability verification of interest in this paper is to certify specified lower and upper bounds…
In this paper we consider local martingales with values in a UMD Banach function space. We prove that such martingales have a version which is a martingale field. Moreover, a new Burkholder--Davis--Gundy type inequality is obtained.
Given a category of objects, it is both useful and important to know if all the objects in the category may be realised as sub-objects -- via morphisms in the given category -- of a single object in that category enjoying some nice…
We construct surface measures associated to Gaussian measures in separable Banach spaces, and we prove several properties including an integration by parts formula.
Stochastic computational models in the form of pure jump processes occur frequently in the description of chemical reactive processes, of ion channel dynamics, and of the spread of infections in populations. For spatially extended models,…
We establish deviation inequalities for the maxima of partial sums of a martingale differences sequence, and of a strictly stationary orthomartingale random field. These inequalities can be used to establish complete convergence of…
This paper proves joint convergence of the approximation error for several stochastic integrals with respect to local Brownian semimartingales, for nonequidistant and random grids. The conditions needed for convergence are that the Lebesgue…
To give a criterion for the integrability of Banach-Lie triple systems, we follow the construction of the period group of a Lie algebra and define the period group of a Lie triple system as an analogous concept. We show that a Lie triple…