Related papers: Generalized covariation for Banach space valued pr…

We give an infinitesimal meaning to the symbol $dX_t$ for a continuous semimartingale $X$ at an instant in time $t$. We define a vector space structure on the space of differentials at time $t$ and deduce key properties consistent with the…

By methods of harmonic analysis, we identify large classes of Banach spaces invariant of periodic Fourier multipliers with symbols satisfying the classical Marcinkiewicz type conditions. Such classes include general (vector-valued) Banach…

We introduce polynomial processes taking values in an arbitrary Banach space $B$ via their infinitesimal generator $L$ and the associated martingale problem. We obtain two representations of the (conditional) moments in terms of solutions…

Our principal result is the following. Let $X$ and $Y$ be Banach spaces, let $G$ be a locally compact abelian group, and let $K$ be an operator valued kernel defined on $G$ with values in the space of bounded linear operators from $X$ to…

We consider a square-integrable semimartingale and investigate the convex order relations between its discrete, continuous and predictable quadratic variation. As the main results, we show that if the semimartingale has conditionally…

The paper develops a calculus for a class of real-valued functions having a quadratic variation. The main result is a solution of the representation problem for a class of evolutions having a quadratic variation. The result is applied to…

Let $X$ be a ball Banach function space on $\mathbb{R}^n$, $k\in\mathbb{N}$, $h\in\mathbb{R}^n$, and $\Delta^k_h$ denote the $k${\rm th} order difference. In this article, under some mild extra assumptions about $X$, the authors prove that,…

The covariant phase space formalism in general relativity is a covariant method for constructing the symplectic two-form, Hamiltonian and other conserved charges on the phase space of solutions to the Einstein equation with classical…

We study conical square function estimates for Banach-valued functions, and introduce a vector-valued analogue of the Coifman-Meyer-Stein tent spaces. Following recent work of Auscher-McIntosh-Russ, the tent spaces in turn are used to…

In earlier work a crossed product of a Banach algebra was constructed from a Banach algebra dynamical system $(A,G,\alpha)$ and a class $\mathcal{R}$ of continuous covariant representations, and its representations were determined. In this…

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…

We study smooth function spaces of Gelfand-Shilov type, with global behavior governed through a translation-invariant Banach function space and localized via a weight function system. We clarify the roles of the translation-invariant Banach…

We give formulas for the spectral radius of weighted endomorphisms $a\alpha: C(X,D)\to C(X,D)$, $a\in C(X,D)$, where $X$ is a compact Hausdorff space and $D$ is a unital Banach algebra. Under the assumption that $\alpha$ generates a partial…

Continuously indexed datasets with multiple variables have become ubiquitous in the geophysical, ecological, environmental and climate sciences, and pose substantial analysis challenges to scientists and statisticians. For many years,…

We present a novel family of continuous, linear time-frequency transforms adaptable to a multitude of (nonlinear) frequency scales. Similar to classical time-frequency or time-scale representations, the representation coefficients are…

Cylindrical probability measures are finitely additive measures on Banach spaces that have sigma-additive projections to Euclidean spaces of all dimensions. They are naturally associated to notions of weak (cylindrical) random variable and…

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 prove a new Burkholder-Rosenthal type inequality for discrete-time processes taking values in a 2-smooth Banach space. As a first application we prove that if $(S(t,s))_{0\leq s\leq T}$ is a $C_0$-evolution family of contractions on a…

In this note we first review the concept of D-function, closely connected with Cauchy-Schwarz inequality, and then introduce the notion of P-covariance on a Hilbert space, where $P$ is an orthogonal projection. We show that when P is…

We propose probabilistic representations for inverse Stein operators (i.e. solutions to Stein equations) under general conditions; in particular we deduce new simple expressions for the Stein kernel. These representations allow to deduce…