Related papers: Representation of It\^o Integrals by Lebesgue/Boch…
We consider an integral operator $\mathcal{I}$, special instances of which was studied in various contexts. Using an appropriate transformation we write this operator in terms of weighted composition operators. Then, we provide a…
In this work we establish a Stokes-type integral equality for scalarly essentially integrable forms on an orientable smooth manifold with values in the locally convex linear space $\langle B(G),\sigma(B(G),\mathcal{N})\rangle$, where $G$ is…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using It\^o's formula and on a new…
In this note, we provide a characterization for the set of extreme points of the Lipschitz unit ball in a specific vectorial setting. While the analysis of the case of real-valued functions is covered extensively in the literature, no…
A peculiar feature of It\^o's calculus is that it is an integral calculus that gives no explicit derivative with a systematic differentiation theory counterpart, as in elementary calculus. So, can we define a pathwise stochastic derivative…
In the present manuscript we consider the Boltzmann equation that models a polyatomic gas by introducing one additional continuous variable, referred to as microscopic internal energy. We establish existence and uniqueness theory in the…
We study numerical integration of Lipschitz functionals on a Banach space by means of deterministic and randomized (Monte Carlo) algorithms. This quadrature problem is shown to be closely related to the problem of quantization of the…
This paper presents a brief survey of the theory of stochastic integration in Banach spaces. Expositions of the stochastic integrals in martingale type 2 spaces and UMD spaces are presented, as well as some applications of the latter to…
In this note we present a more detailed and explicit exposition of the definition of a conformal representation of a Leibniz algebra. Recall (arXiv:math/0611501v3) that Leibniz algebras are exactly Lie dialgebras. The idea is based on the…
A classification of ordinary differential equations and finite-difference equations in one variable having polynomial solutions (the generalized Bochner problem) is given. The method used is based on the spectral problem for a polynomial…
We present the Walsh theory of stochastic integrals with respect to martingale measures, alongside of the Da Prato and Zabczyk theory of stochastic integrals with respect to Hilbert-space-valued Wiener processes and some other approaches to…
Given a category of objects, it is both useful and important to know if all the objects in the category may be realised as sub-objects -- via morphisms in the given category -- of a single object in that category enjoying some nice…
We construct an explicit one-to-one correspondence between non-relativistic stochastic processes and solutions of the Schrodinger equation and between relativistic stochastic processes and solutions of the Klein-Gordon equation. The…
This survey aims to highlight some of the consequences that representable (and continuous) functionals have in the framework of Banach quasi *-algebras. In particular, we look at the link between the notions of *-semisimplicity and full…
This paper introduces the formalism required to analyze a certain class of stochastic control problems that involve a super diffusion as the underlying controlled system. To establish the existence of these processes, we show that they are…
Stochastic parabolic integro-differential problem is considered in the whole space. By verifying H\"ormander condition, the existence and uniqueness is proved in Lp-spaces of functions whose regularity is defined by a scalable Levy measure.…
In the paper, the authors show that the weighted geometric mean and the logarithmic mean are Bernstein functions and establish integral representations of these means by Cauchy's integral theorem in the theory of complex functions.
We extend some results about F\"ollmer's pathwise It\^o calculus that have only been derived for continuous paths to c\`adl\`ag paths with quadratic variation. We study some fundamental properties of pathwise It\^o integrals with respect to…
We study some properties of the randomized series and their applications to the geometric structure of Banach spaces. For $n\ge 2$ and $1<p<\infty$, it is shown that $\ell_\infty^n$ is representable in a Banach space $X$ if and only if it…
A classification theorem for linear differential equations in two variables (one real and one Grassmann) having polynomial solutions(the generalized Bochner problem) is given. The main result is based on the consideration of the eigenvalue…