Related papers: A note on maximal estimates for stochastic convolu…
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,…
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…
In this paper we prove necessary conditions for optimality of a stochastic control problem for a class of stochastic partial differential equations that is controlled through the boundary. This kind of problems can be interpreted as a…
In this paper, we study the connections between the normality, regularity, full regularity, and chain-complete property in partially ordered Banach spaces. Then, by applying these properties, we prove some fixed point theorems on partially…
We study a class of stochastic evolution equations of jump type with random coefficients and its optimal control problem. There are three major ingredients. The first is to prove the existence and uniqueness of the solutions by continuous…
We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…
We extend path analysis by giving sufficient conditions for computing the partial covariance of two random variables from their covariance. This is specifically done by correcting the covariance with the product of some partial variance…
This paper addresses the study and characterizations of variational convexity of extended-real-valued functions on Banach spaces. This notion has been recently introduced by Rockafellar, and its importance has been already realized and…
We study closed systems of particles that are subject to stochastic forces in addition to the conservative forces. The stochastic equations of motion are set up in such a way that the energy is strictly conserved at all times. To ensure…
We consider stochastic partial differential equations under minimal assumptions: the coefficients are merely bounded and measurable and satisfy the stochastic parabolicity condition. In particular, the diffusion term is allowed to be…
We establish well-posedness and maximal regularity estimates for linear parabolic SPDE in divergence form involving random coefficients that are merely bounded and measurable in the time, space, and probability variables. To reach this…
We report on a time regularity result for stochastic evolutionary PDEs with monotone coefficients. If the diffusion coefficient is bounded in time without additional space regularity we obtain a fractional Sobolev type time regularity of…
We consider stochastic optimization problems with possibly nonsmooth integrands posed in Banach spaces and approximate these stochastic programs via a sample-based approaches. We establish the consistency of approximate Clarke stationary…
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…
Let $(E, \| \cdot\|)$ be a Banach space such that, for some $q\geq 2$, the function $x\mapsto \|x\|^q$ is of $C^2$ class and its first and second Fr\'{e}chet derivatives are bounded by some constant multiples of $(q-1)$-th power of the norm…
In this note we use recent results concerning the sum theorem for maximal monotone multifunctions in general Banach spaces to find new characterizations and properties of regular maximal monotone multifunctions and then use these to…
This paper deals with the spatial and temporal regularity of the unique Hilbert space valued mild solution to a semilinear stochastic partial differential equation with nonlinear terms that satisfy global Lipschitz conditions. It is shown…
The main purpose of this paper is to investigate the concept of maximal $L^p$-regularity for perturbed evolution equations in Banach spaces. We mainly consider three classes of perturbations: Miyadera-Voigt perturbations, Desch-Schappacher…
We derive optimal regularity, in both time and space, for solutions of the Cauchy problem related to a degenerate differential equation in a Banach space X. Our results exhibit a sort of prevalence for space regularity, in the sense that…
In this paper we develop a new approach to nonlinear stochastic partial differential equations with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases…