Related papers: Representation of It\^o Integrals by Lebesgue/Boch…
This article is concerned with the representation of curves by means of integral invariants. In contrast to the classical differential invariants they have the advantage of being less sensitive with respect to noise. The integral invariant…
Banach spaces that are complemented in the second dual are characterised precisely as those spaces $X$ which enjoy the property that for every amenable semigroup $S$ there exists an $X$-valued analogue of an invariant mean defined on the…
The purpose of this paper is to study stochastic evolution inclusions of the form \begin{align*} \eta(t,z) N_{\Theta}(dt \otimes z)\in dX(t)+\mathcal{A} X(t)dt, \end{align*} where $\mathcal{A}$ is a multi-valued operator acting on a…
We study exponential factorization of invertible matrices over unital complex Banach algebras. In particular, we prove that every invertible matrix with entries in the algebra of holomorphic functions on a closed bordered Riemann surface…
We represent Mat\'ern functions in terms of Schoenberg's integrals which ensure the positive definiteness and prove the systems of translates of Mat\'ern functions form Riesz sequences in $L^2(\R^n)$ or Sobolev spaces. Our approach is based…
We introduce Riesz potentials for non-Lebesgue measurable functions by taking the integrals in the sense of Choquet with respect to Hausdorff content and prove boundedness results for these operators. Some earlier results are recovered or…
Bochner's theorem gives the necessary and sufficient conditions on a function such that its Fourier transform corresponds to a true probability density function. In the Wigner phase space picture, quantum Bochner's theorem gives the…
Let $X$ and $Y$ be Banach spaces and let $\Omega$ be a compact Hausdorff space. Denote by $\mathcal{C}_{p}(\Omega,X)$ the space of $p$-continous $X$-valued functions, $1\leq p\leq \infty$. For operators…
This thesis presents a formalization of martingales in arbitrary Banach spaces using Isabelle/HOL. We begin by examining formalizations in prominent proof repositories and extend the definition of the conditional expectation operator from…
An integral representation result is obtained for the relaxation of a class of energy functionals depend- ing on two vector fields with different behaviors, which may appear in the context of image decomposition and thermochemical…
We study properties of representing and absolutely representing systems of subspaces in Banach spaces. We also present sufficient conditions for the system of subspaces to be a representing system of subspaces.
We provide a version of the stochastic Fubini's theorem which does not depend on the particular stochastic integrator chosen as far as the stochastic integration is built as a continuous linear operator from an $L^p$ space of Banach…
Suppose B is the unital algebra consisting of the algebraic product of full matrix algebras over an index set X. A bijection is set up between the equivalence classes of irreducible representations of B as operators on a Banach space and…
The proofs of A. Villani on inclusion relations among classical Lebesgue spaces are dicussed. The techinque of using closed graph theorem, due to Villani, is applied to derive results on inclusion relations among some more additional…
The mild Ito formula proposed in Theorem 1 in [Da Prato, G., Jentzen, A., \& R\"ockner, M., A mild Ito formula for SPDEs, arXiv:1009.3526 (2012), To appear in the Trans.\ Amer.\ Math.\ Soc.] has turned out to be a useful instrument to study…
Let $\Sigma$ be a $\sigma$-algebra over $\Omega$, and let $M(\Sigma)$ denote the Banach space of complex measures. Consider a representation $T_t$ for $t\in\Bbb R$ acting on $M(\Sigma)$. We show that under certain, very weak hypotheses,…
The Bayesian perspective on inverse problems has attracted much mathematical attention in recent years. Particular attention has been paid to Bayesian inverse problems (BIPs) in which the parameter to be inferred lies in an…
A kind of Pettis integral representation for a Banach valued It\^o process is given and its drift term is modified using a Girsanov Theorem.
A generalized It${\hat {\rm o}}$ formula for time dependent functions of two-dimensional continuous semi-martingales is proved. The formula uses the local time of each coordinate process of the semi-martingale, left space and time first…
This article presents a construction of the concept of stochastic integration in Riemannian manifolds from a purely functional-analytic point of view. We show that there are infinitely many such integrals, and that any two of them are…