Related papers: Generalized covariation for Banach space valued pr…
This paper deals with quasi-variational inequality problems (QVIs) in a generic Banach space setting. We provide a theoretical framework for the analysis of such problems which is based on two key properties: the pseudomonotonicity (in the…
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…
The article is devoted to the nonparametric estimation of the quadratic covariation of non-synchronously observed It\^o processes in an additive microstructure noise model. In a high-frequency setting, we aim at establishing an asymptotic…
For a general class of Gaussian processes $W$, indexed by a sigma-algebra $\mathscr F$ of a general measure space $(M,\mathscr F, \sigma)$, we give necessary and sufficient conditions for the validity of a quadratic variation representation…
The classical representation of random variables as the Ito integral of nonanticipative integrands is extended to include Banach space valued random variables on an abstract Wiener space equipped with a filtration induced by a resolution of…
We introduce the notion of {\em covariance measure structure} for square integrable stochastic processes. We define Wiener integral, we develop a suitable formalism for stochastic calculus of variations and we make Gaussian assumptions only…
In this paper we develop new applications of variational analysis and generalized differentiation to the following optimization problem and its specifications: given n closed subsets of a Banach space, find such a point for which the sum of…
Let $X=(X(n))_{n \in \mathbb{Z_+}}$ be a standard subproduct system of $C^*$-correspondences over a $C^*$-algebra $\mathcal M.$ Assume $T=(T_n)_{n \in \mathbb{Z_+}}$ to be a pure completely contractive, covariant representation of $X$ on a…
In this paper, we consider the explicit bound for the second-order approximation of the quadratic variation of a general fractional Gaussian process $(G_t)_{t\ge 0}$. The second order mixed partial derivative of the covariance function $…
This paper considers a general framework for the study of the existence of quasi-variational and variational solutions to a class of nonlinear evolution systems in convex sets of Banach spaces describing constraints on a linear combination…
Designing a covariance function that represents the underlying correlation is a crucial step in modeling complex natural systems, such as climate models. Geospatial datasets at a global scale usually suffer from non-stationarity and…
This paper presents a generalization of quantum mechanics from conventional Hilbert space formalism to Banach space one. We construct quantum theory starting with any complex Banach space beyond a complex Hilbert space, through using a…
The article presents a new method of integration of functions with values in Banach spaces. This integral and related notions prove to be a useful tool in the study of Banach space geomtry.
In [22], it was proved that as long as the integrand has certain properties, the corresponding It\^o integral can be written as a (parameterized) Lebesgue integral (or a Bochner integral). In this paper, we show that such a question can be…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…
Given a positive operator-valued measure $\nu$ acting on the Borel sets of a locally compact Hausdorff space $X$, with outcomes in the algebra $\mathcal B(\mathcal H)$ of all bounded operators on a (possibly infinite-dimensional) Hilbert…
We discuss a general Bayesian framework on modeling multidimensional function-valued processes by using a Gaussian process or a heavy-tailed process as a prior, enabling us to handle nonseparable and/or nonstationary covariance structure.…
In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…
Variational Gaussian process (GP) approximations have become a standard tool in fast GP inference. This technique requires a user to select variational features to increase efficiency. So far the common choices in the literature are…
The purpose of this paper is to study certain set-valued integrals in UMD Banach spaces and provide a compatible form of the martingale representation theorem for set-valued martingales. Under specific conditions, these martingales can be…