Related papers: Stochastic Integration in Banach Spaces using a pr…
We construct surface measures associated to Gaussian measures in separable Banach spaces, and we prove several properties including an integration by parts formula.
This article discusses the concept of Boolean spaces endowed with a Boolean valued inner product and their matrices. A natural inner product structure for the space of Boolean n-tuples is introduced. Stochastic boolean vectors and…
In this paper, we embed metric space endowed with a convex combination operation, named convex combination space, into a Banach space and the embedding preserves the structures of metric and convex combination. For random element taking…
Comparison results for Markov processes w.r.t. function class induced (integral) stochastic orders have a long history. The most general results so far for this problem have been obtained based on the theory of evolution systems on Banach…
We show that fractional powers of general sectorial operators on Banach spaces can be obtained by the harmonic extension approach. Moreover, for the corresponding second order ordinary differential equation with incomplete data describing…
In this paper we introduce a variant of Burkholder's martingale transform associated with two martingales with respect to different filtrations. Even though the classical martingale techniques cannot be applied, we show that the discussed…
Henstock-type integrals are considered, for multifunctions taking values in the family of weakly compact and convex subsets of a Banach lattice $X$. The main tool to handle the multivalued case is a R{\aa}dstr\"om-type embedding theorem…
Let $\Bc$ denote the real-valued functions continuous on the extended real line and vanishing at $-\infty$. Let $\Br$ denote the functions that are left continuous, have a right limit at each point and vanish at $-\infty$. Define $\acn$ to…
In this paper we defined some function spaces on time scale which are Banach spaces respect to supremum norm. We study integral transformations which are carry to some important properties between mentioned above function spaces.
We construct the basis of a stochastic calculus for so-called Volterra processes, i.e., processes which are defined as the stochastic integral of a time-dependent kernel with respect to a standard Brownian motion. For these processes which…
This article characterizes conjugates and subdifferentials of convex integral functionals over the linear space $\mathcal N^\infty$ of stochastic processes of essentially bounded variation (BV) when $\mathcal N^\infty$ is identified with…
We study Henstock-type integrals for functions defined in a compact metric space $T$ endowed with a regular $\sigma$-additive measure $\mu$, and taking values in a Banach lattice $X$. In particular, the space $[0,1]$ with the usual Lebesgue…
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…
Let $(e_i)$ be a fundamental system of a Banach space. We consider the problem of approximating linear combinations of elements of this system by linear combinations using quantized coefficients. We will concentrate on systems which are…
The purpose of this article is to present the construction and basic properties of the general Bochner integral. The approach presented here is based on the ideas from the book The Bochner Integral by J. Mikusinski where the integral is…
The paper deals with partial and weak preference relations defined on infinite-dimensional vector spaces and compatible with algebraic operations. By a partial preference we mean an asymmetric and transitive binary relation, while a weak…
Our goal of this note is to give an easy proof that spaces of predictable processes with values in a Banach space are isomorphic to spaces of progressive resp. adapted, measurable processes. This provides a straightforward extension of the…
Integral properties of multifunctions with closed convex values are studied. In this more general framework not all the tools and the technique used for weakly compact convex valued multifunctions work. We pay particular attention to the…
Similar to ordinary differential equations, rough paths and rough differential equations can be formulated in a Banach space setting. For $\alpha\in (1/3,1/2)$, we give criteria for when we can approximate Banach space-valued weakly…
This work is about a new class of martingales: the vertical martingales. We construct the vertical martingale for smooth submersions and we develop a stochastic calculus for one. Furthermore, we gives a stochastic characterization for…