Related papers: Representation of It\^o Integrals by Lebesgue/Boch…
The isometric universality of the spaces $C(K)$ for $K$ a non scattered Hausdorff compact does not take into account the ``quality'' of the representation. Indeed, the existence of an isometric copy of a separable Banach space $X$ into…
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…
Let $(E,\|.\|)$ be a Banach space and let $(\Omega,\mu)$ be a Lebesgue measure space. We characterize, for all $p>0$, measurable functions $u:\Omega\rightarrow \mathbb{R}$ for which \begin{equation*} \left\| \int_{\Omega} f\,d\mu…
By the Riesz representation theorem using the Riemann-Stieltjes integral, linear continuous functionals on the set of continuous functions from the unit interval into the reals can either be characterized by functions of bounded variation…
The representation theorem is obtained for functionals of non-Markov processes and their first exit times from bounded domains. These functionals are represented via solutions of backward parabolic Ito equations. As an example of…
Consider a Banach space valued measurable function $f$ and an operator $u$ from the space where {$f$} takes values. If $f $ is Pettis integrable, a classical result due to J. Diestel shows that composing it with $u$ gives a Bochner…
We identify simple universal properties that uniquely characterize the Lebesgue $L^p$ spaces. There are two main theorems. The first states that the Banach space $L^p[0, 1]$, equipped with a small amount of extra structure, is initial as…
We discuss stochastic differential equations with a stiff linear part and their approximation by stochastic exponential integrators. Representing the exact and approximate solutions using B-series and rooted trees, we derive the order…
A recent development in the theory of fractional differential equations with variable coefficients has been a method for obtaining an exact solution in the form of an infinite series involving nested fractional integral operators. This…
We present a new approach to define a suitable integral for functions with values in quasi-Banach spaces. The integrals of Bochner and Riemann have deficiencies in the non-locally convex setting. The study of an integral for $p$-Banach…
We observe a multilinearity preserving property of conditional expectation for infinite dimensional independent increment processes defined on some abstract Banach space $B$. It is similar in nature to the polynomial preserving property…
We define the $k$:th moment of a Banach space valued random variable as the expectation of its $k$:th tensor power; thus the moment (if it exists) is an element of a tensor power of the original Banach space. We study both the projective…
Based on the analysis of a certain class of linear operators on a Banach space, we provide a closed form expression for the solutions of certain linear partial differential equations with non-autonomous input, time delays and stochastic…
Stochastic mechanics---the study of classical stochastic systems governed by things like master equations and Fokker-Planck equations---exhibits striking mathematical parallels to quantum mechanics. In this article, we make those parallels…
A classical result by J. Diestel establishes that the composition of a summing operator with a (strongly measurable) Pettis integrable function gives a Bochner integrable function. In this paper we show that a much more general result is…
A widely used stochastic plate equation is the classical plate equation perturbed by a term of It\^o's integral. However, it is known that this equation is not exactly controllable even if the controls are effective everywhere in both the…
We give a short proof of It\^o's formula for stochastic Hilbert-space valued processes in the setting $V\subset H\subset V^{*}$ based on the possibility to lift the stochastic differentials, which are originally in $V^{*}$, into $H$. Using…
Backward stochastic partial differential equations in bounded and unbounded domains are studied. Existence and regularity results are obtained. Duality relationship with forward SPDEs are established. Representation of functionals of Ito…
A vector-valued version of the Girsanov theorem is presented, for a scalar process with respect to a Banach-valued measure. Previously, a short discussion about the Birkhoff-type integration is outlined, as for example integration by…
Two representations of the Bessel zeta function are investigated. An incomplete representation is constructed using contour integration and an integral representation due to Hawkins is fully evaluated (analytically continued) to produce two…