Related papers: Stochastic Integration in Banach Spaces using a pr…
We demonstrate that backward stochastic differential equations (BSDE) may be reformulated as ordinary functional differential equations on certain path spaces. In this framework, neither It\^{o}'s integrals nor martingale representation…
This article gives dual representations for convex integral functionals on the linear space of regular processes. This space turns out to be a Banach space containing many more familiar classes of stochastic processes and its dual can be…
We consider problems concerning the partial order structure of the set of spreading models of Banach spaces. We construct examples of spaces showing that the possible structure of these sets include certain classes of finite semi-lattices…
When modeling geostatistical or areal data, spatial structure is commonly accommodated via a covariance function for the former and a neighborhood structure for the latter. In both cases the resulting spatial structure is a consequence of…
In this article we introduce and investigate some new Banach spaces, so - called moment spaces, and consider applications to the Fourier series, singular integral operators, theory of martingales.
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…
We develop a stochastic calculus that makes it easy to capture a variety of predictable transformations of semimartingales such as changes of variables, stochastic integrals, and their compositions. The framework offers a unified treatment…
Using a strengthening of the concept of $\K$ set, introduced in this paper, we study a certain subclass of the class of $\K$ Banach spaces; the so called strongly $\K$ Banach spaces. This class of spaces includes subspaces of strongly…
We consider weighted composition operators on spaces of analytic functions on the unit disc, which take values in some complex Banach space. We provide necessary and sufficient conditions for the boundedness and (weak) compactness of…
Some integration techniques for real-valued functions with respect to vector measures with values in Banach spaces (and viceversa) are investigated in order to establish abstract versions of classical theorems of Probability and Stochastic…
In this paper, we first study the existence-uniqueness and large deviation estimate of solutions for stochastic Volterra integral equations with singular kernels in 2-smooth Banach spaces. Then, we apply them to a large class of semilinear…
We shall study backward stochastic differential equations and we will present a new approach for the existence of the solution. This type of equation appears very often in the valuation of financial derivatives in complete markets.…
We construct infinitely differentiable norms and partitions of unity for a class of Banach spaces which includes all spaces $\C(K)$ with $K$ a countable compact space, and all spaces $\C_0[0,\Omega )$ with $\Omega $ an ordinal.
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…
We present a natural way to cover an Archimedean directed ordered vector space $E$ by Banach spaces and extend the notion of Bochner integrability to functions with values in $E$. The resulting set of integrable functions is an Archimedean…
Under the weak assumption on a Banach space $E$ that $E\oplus E$ embeds isomorphically into $E$, we provide a characterisation of when a Banach space $X$ coarsely embeds into $E$ via a single numerical invariant.
A Bochner integral formula is derived that represents a function in terms of weights and a parametrized family of functions. Comparison is made to pointwise formulations, norm inequalities relating pointwise and Bochner integrals are…
We develop a novel theory of weak and strong stochastic integration for cylindrical martingale-valued measures taking values in the dual of a nuclear space. This is applied to develop a theory of SPDEs with rather general coefficients. In…
In the present note, the Banach contraction principle is proved in complete modular spaces via an order theoretic approach.
We analyze a definition of product of Banach spaces that is naturally associated by duality with an abstract notion of space of multiplication operators. This dual relation allows to understand several constructions coming from different…