Related papers: Representation of It\^o Integrals by Lebesgue/Boch…
A transformation on homogeneous polynomials is proposed, which is further applied to parametric Feynman integrals. The two representations related through this transformation are dual to each other. It naturally leads to dualities of Landau…
In this work we will consider integral equations defined on the whole real line and look for solutions which satisfy some certain kind of asymptotic behavior. To do that, we will define a suitable Banach space which, to the best of our…
It is shown that operator-selfdecomposable measures, or more precisely their Urbanik decomposability semigroups, induce generalized Mehler semigroups of bounded linear operators. Moreover, those semigroups can be represented as random…
Given a linear closed but not necessarily densely defined operator $A$ on a Banach space $E$ with nonempty resolvent set and a multivalued map $F\colon I\times E\map E$ with weakly sequentially closed graph, we consider the…
In answer to Ko's question raised in 1983, we show that an initial value problem given by a polynomial-time computable, Lipschitz continuous function can have a polynomial-space complete solution. The key insight is simple: the Lipschitz…
This work is an extension of our earlier article, where a well-known integral representation of the logarithmic function was explored, and was accompanied with demonstrations of its usefulness in obtaining compact, easily-calculable, exact…
In this paper, we establish an analytic framework for studying set-valued backward stochastic differential equations (set-valued BSDE), motivated largely by the current studies of dynamic set-valued risk measures for multi-asset or…
We use Birkhoff-James' orthogonality in Banach spaces to provide new conditions for the converse of the classical Riesz's representation theorem.
We characterize a holomorphic positive definite function $f$ defined on a horizontal strip of the complex plane as the Fourier-Laplace transform of a unique exponentially finite measure on $\mathbb{R}$. The classical theorems of Bochner on…
Let $X$ be a complete measure space of finite measure. The Lebesgue transform of an integrable function $f$ on $X$ encodes the collection of all the mean-values of $f$ on all measurable subsets of $X$ of positive measure. In the problem of…
In this paper we prove that the Benjamin-Ono equation, when considered on the torus, is an integrable (pseudo)differential equation in the strongest possible sense: it admits global Birkhoff coordinates on the space $L^2(\T)$. These are…
We present sampling theorems for reproducing kernel Banach spaces on Lie groups. Recent approaches to this problem rely on integrability of the kernel and its local oscillations. In this paper we replace the integrability conditions by…
We introduce a framework for studying pathwise time regularity and numerical approximation of $L^0$-valued stochastic evolution equations. At the core of our framework are two Burkholder--Davis--Gundy type inequalities accommodating It\^o…
Many applications require stochastic processes specified on two- or higher-dimensional domains; spatial or spatial-temporal modelling, for example. In these applications it is attractive, for conceptual simplicity and computational…
In this paper we develop a stochastic integration theory for processes with values in a quasi-Banach space. The integrator is a cylindrical Brownian motion. The main results give sufficient conditions for stochastic integrability. They are…
The definition and manipulation of Langevin equations with multiplicative white noise require special care (one has to specify the time discretisation and a stochastic chain rule has to be used to perform changes of variables). While…
In this paper we study ways to establish when a Banach space can be identified as the dual or the double dual of another Banach space. To obtain these results, we relate these spaces with other, concrete Banach spaces - tipically $\ell^1$…
A comparison principle for stochastic integro-differential equations driven by Levy processes is proved. This result is obtained via an extension of an Ito formula from [11] for the square of the norm of the positive part of $L_2-$valued,…
Parabolic integro-differential nondegenerate Cauchy problem is considered in the scale of L_{p} spaces of functions whose regularity is defined by a Levy measure with O-regulary varying radial profile. Existence and uniqueness of a solution…
We show that the symmetric injective tensor product space $\hat{\otimes}_{n,s,\epsilon}E$ is not complex strictly convex if E is a complex Banach space of $\dim E \ge 2$ and if $n\ge 2$ holds. It is also reproved that $\ell_\infty$ is…