Related papers: Representation of It\^o Integrals by Lebesgue/Boch…
We discuss relationships between the McShane, Pettis, Talagrand and Bochner integrals. A large number of different methods of integration of Banach-space-valued functions have been introduced, based on the various possible constructions of…
A Banach space is said to have the Lebesgue property if every Riemann-integrable function $f:[0,1]\to X$ is Lebesgue almost everywhere continuous. We give a characterization of the Lebesgue property in terms of a new sequential asymptotic…
We present an alternative construction of the infinite dimensional It\^{o} integral with respect to a Hilbert space valued L\'{e}vy process. This approach is based on the well-known theory of real-valued stochastic integration, and the…
In this paper we construct a theory of stochastic integration of processes with values in $\mathcal{L}(H,E)$, where $H$ is a separable Hilbert space and $E$ is a UMD Banach space (i.e., a space in which martingale differences are…
By using Cauchy integral formula in the theory of complex functions, the authors establish some integral representations for the principal branches of several complex functions involving the logarithmic function, find some properties, such…
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 work, we investigate a theory of stochastic integration for operator-valued processes with respect to semimartingales taking values in the dual of a nuclear space. Our construction of this particular stochastic integral relies on…
In an M-type 2 Banach space, firstly we explore some properties of the set-valued stochastic integral associated with the stationary Poisson point process. By using the Hahn decomposition theorem and bounded linear functional, we obtain the…
In this paper, we introduce a specific kind of doubly reflected Backward Stochastic Differential Equations (in short DRBSDEs), defined on probability spaces equipped with general filtration that is essentially non quasi-left continuous,…
It is shown that the approximating functions used to define the Bochner integral can be formed using geometrically nice sets, such as balls, from a differentiation basis. Moreover, every appropriate sum of this form will be within a…
This preprint concerns Banach spaces of functions converging at infinity. In particular, spaces of continuous functions, Lebesgue spaces and sequence spaces. In each framework we show versions of Riesz's representation theorem.
Using the theory of stochastic integration for processes with values in a UMD Banach space developed recently by the authors, an Ito formula is proved which is applied to prove the existence of strong solutions for a class of stochastic…
We introduce a Bochner integral approach to projective norm attainment in tensor products of Banach spaces by defining the class of integral projective norm-attaining tensors. This framework provides a broader, measure-theoretic approach to…
A representation formula for solutions of stochastic partial differential equations with Dirichlet boundary conditions is proved. The scope of our setting is wide enough to cover the general situation when the backward characteristics that…
The Dirichlet forms methods, in order to represent errors and their propagation, are particularly powerful in infinite dimensional problems such as models involving stochastic analysis encountered in finance or physics, cf. [5]. Now, coming…
We show that if a random variable is the final value of an adapted log-H\"{o}lder continuous process, then it can be represented as a stochastic integral with respect to a fractional Brownian motion with adapted integrand. In order to…
Let $A$ be a vector space of real valued functions on a non-empty set $X$ and $L:A\rightarrow\mathbb{R}$ a linear functional. Given a $\sigma$-algebra $\mathcal{A}$, of subsets of $X$, we present a necessary condition for $L$ to be…
We give two integrability criteria for representations of Banach--Lie algebras as skew-symmetric unbounded operators on a dense domain of a Hilbert space.
Integration, just as much as differentiation, is a fundamental calculus tool that is widely used in many scientific domains. Formalizing the mathematical concept of integration and the associated results in a formal proof assistant helps in…
We provide a convenient framework for the study of the well-posedness of a variety of abstract (integro)differential equations in general Banach function spaces. It allows us to extend and complement the known theory on the maximal…