Related papers: Stochastic Integration in Banach Spaces using a pr…
Henstock-type integrals are considered, for functions defined in a Radon measure space and taking values in a Banach lattice X considering the norm and the order structure of the space. A number of results are obtained, highlighting the…
In this paper we investigate the properties of minus partial order in unital rings. We generalize several results well known for matrices and bounded linear operators on Banach spaces. We also study linear maps preserving the minus partial…
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…
In this article, we solve a deterministically generalized interpolation problem by a stochastic approach. We introduce a kernel-based probability measure on a Banach space by a covariance kernel which is defined on the dual space of the…
Utilising the notion of measures of non-compactness and Kamke function of order $\alpha$, we address the question of solvability of fractional differential equations in Banach spaces. In particular, we provide sufficient conditions ensuring…
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…
We introduce a partial order structure on the set of interval orders of a given size, and prove that such a structure is in fact a lattice. We also provide a way to compute meet and join inside this lattice. Finally, we show that, if we…
We present a denotational semantics for higher-order probabilistic programs in terms of linear operators between Banach spaces. Our semantics is rooted in the classical theory of Banach spaces and their tensor products, but bears…
We construct planar semimartingales that include the Walsh Brownian motion as a special case, and derive Harrison-Shepp-type equations and a change-of-variable formula in the spirit of Freidlin-Sheu for these so-called "Walsh…
We work with very general Banach spaces of analytic functions in the disk or other domains which satisfy a minimum number of natural axioms. Among the preliminary results, we discuss some implications of the basic axioms and identify all…
In this note we define and study a Hilbert space-valued stochastic integral of operator-valued functions with respect to Hilbert space-valued measures. We show that this integral generalizes the classical Ito stochastic integral of adapted…
A Banach space with a Schauder basis is said to be $\alpha$-minimal for some countable ordinal $\alpha$ if, for any two block subspaces, the Bourgain embeddability index of one into the other is at least $\alpha$. We prove a dichotomy that…
Given any Banach space $X$ and any weak*-compact subset $K$ of $X^*$, we compute the Szlenk index of the weak*-closed, convex hull of $K$ as a function of the Szlenk index of $K$. Also as an application, we compute the Szlenk index of any…
Stochastic evolutional equations with monotone operators are considered in Banach spaces. Explicit and implicit numerical schemes are presented. The convergence of the approximations to the solution of the equations is proved.
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 prove a complex interpolation formula for the injective tensor product of vector-valued Banach function spaces satisfying certain geometric assumptions. This result unifies results of Kouba, and moreover, our approach offers an alternate…
In this note we introduce a new approach to rough and stochastic partial differential equations (RPDEs and SPDEs): we consider general Banach spaces as state spaces and -- for the sake of simiplicity -- finite dimensional sources of noise,…
We propose a method to construct the stochastic integral simultaneously under a non-dominated family of probability measures. Path-by-path, and without referring to a probability measure, we construct a sequence of Lebesgue-Stieltjes…
Brownian motions, martingales, and Wiener processes are introduced and studied for set valued functions taking values in the subfamily of compact convex subsets of arbitrary Banach space $X$. The present paper is an application of one the…
We give examples of real Banach spaces with exactly infinite countably many complex structures and with $\omega_1$ many complex structures.