Related papers: Stochastic Integration in Banach Spaces using a pr…
In this work cylindrical Wiener processes on Banach spaces are defined by means of cylindrical stochastic processes, which are a well considered mathematical object. This approach allows a definition which is a simple straightforward…
The global weak martingale solution is built through a four-level approximation scheme to stochastic compressible active liquid crystal system driven by multiplicative noise in a smooth bounded domain in $\mathbb{R}^{3}$ with large initial…
We investigate the conditional distributions of two Banach space valued, jointly Gaussian random variables. In particular, we show that these conditional distributions are again Gaussian and that their means and covariances can be…
We derive unique Banach-valued solutions to stochastic Volterra equations with random coefficients that may depend on pure chance and involve singular kernels. In particular, for controlled and distribution-dependent coefficients these…
For a certain class of algebras $\cal A$ we give a method for constructing Banach spaces $X$ such that every operator on $X$ is close to an operator in $\cal A$. This is used to produce spaces with a small amount of structure. We present…
A vector-valued version of the Girsanov theorem is presented, for a scalar process with respect to a Banach-valued measure. Previously, a short discussion about the Birkhoff-type integration is outlined, as for example integration by…
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…
In this paper we characterize multiplication operators induced by operator valued maps on Banach function spaces. We also study multiplication semigroups and stability of these operators.
We construct a pathwise calculus for functionals of integer-valued measures and use it to derive an martingale representation formula with respect to a large class of integer-valued random measures. Using these results, we extend the…
In this paper we define a new type of quadratic variation for cylindrical continuous local martingales on an infinite dimensional spaces. It is shown that a large class of cylindrical continuous local martingales has such a quadratic…
The computation of the numerical index of a Banach space is an intriguing problem, even in case of two-dimensional real polyhedral Banach spaces. In this article we present a general method to estimate the numerical index of any…
Classes of Banach spaces that are finitely, strongly finitely or elementary equivalent are introduced. On sets of these classes topologies are defined in such a way that sets of defined classes become compact totally disconnected…
We study differentiability properties of convex operators defined on a Banach space with values in an $\Lc_p$ space and of their compositions with monotonic convex functionals on this space. We develop new tools for operators enjoying an…
In this work we introduce a theory of stochastic integration with respect to general cylindrical semimartingales defined on a locally convex space $\Phi$. Our construction of the stochastic integral is based on the theory of tensor products…
The study of the Banach-Saks property in Banach spaces has a long and illustrious history. Of late, motivated by applications in financial mathematics, interest has arisen in the Banach-Saks type properties with respect to order…
We introduce the local martingale problem associated to semilinear stochastic evolution equations driven by a cylindrical Wiener process and establish a one-to-one correspondence between solutions of the martingale problem and…
This thesis presents a formalization of martingales in arbitrary Banach spaces using Isabelle/HOL. We begin by examining formalizations in prominent proof repositories and extend the definition of the conditional expectation operator from…
In the paper Henstock, McShane, Birkhoff and variationally multivalued integrals are studied for multifunctions taking values in the hyperspace of convex and weakly compact subsets of a general Banach space X. In particular the existence of…
In the article, integration of temporal functions in (possibly non-UMD) Banach spaces with respect to (possibly non-Gaussian) fractional processes from a finite sum of Wiener chaoses is treated. The family of fractional processes that is…
We describe a partial order on finite simplicial complexes. This partial order provides a poset stratification of the product of the Ran space of a metric space and the nonnegative real numbers, through the \v Cech simplicial complex. We…