Related papers: Generalized covariation for Banach space valued pr…
In this work, we investigate a theory of stochastic integration for operator-valued processes with respect to semimartingales taking values in the dual of a nuclear space. Our construction of this particular stochastic integral relies on…
H. Cartan in his book on differential calculus proved a theorem generalizing a Cauchy's mean-value theorem to the case of functions taking values in a Banach space. Cartan used this theorem in a masterful way to develop the entire theory of…
We provide sufficient conditions of P\'olya type which guarantee the positive definiteness of a $2\times 2$-matrix-valued function in $\mathbb{R}$ and $\mathbb{R}^3$. Several bivariate covariance models have been proposed in literature,…
We introduce Banach spaces of vector-valued random variables motivated from mathematical finance. So-called risk functionals are defined in a natural way on these Banach spaces and it is shown that these functionals are Lipschitz…
A multivariate fractional Poisson process was recently defined in Beghin and Macci (2016) by considering a common independent random time change for a finite dimensional vector of independent (non-fractional) Poisson processes; moreover it…
Let $X$ be a Banach space. It is proved that an analogue of the Rubio de Francia square function estimate for partial sums of the Fourier series of $X$-valued functions holds true for all disjoint collections of subintervals of the set of…
In this paper, two generalized algorithms for solving the variational inequality problem in Banach spaces are proposed. Then the strong convergence of the sequences generated by these algorithms will be proved under the suitable conditions.…
The paper is devoted to an analysis of optimality conditions for nonsmooth multidimensional problems of the calculus of variations with various types of constraints, such as additional constraints at the boundary and isoperimetric…
Sufficient conditions for the invariance of evolution problems governed by perturbations of (possibly nonlinear) $m$-accretive operators are provided. The conditions for the invariance with respect to sublevel sets of a constraint…
We consider the fractional derivative of a general Poisson semigroup. With this fractional derivative we define the generalized fractional Littlewood-Paley $g$-function for semigroups acting on $L^p$-spaces of functions with values in…
This article presents various weak laws of large numbers for the so-called realised covariation of a bivariate stationary stochastic process which is not a semimartingale. More precisely, we consider two cases: Bivariate moving average…
We develop a generalized Littlewood-Paley theory for semigroups acting on $L^p$-spaces of functions with values in uniformly convex or smooth Banach spaces. We characterize, in the vector-valued setting, the validity of the one-sided…
Valuations, as additive functionals, allow various applications in Stochastic Geometry, yielding mean value formulas for specific random closed sets and processes of convex or polyconvex particles. In particular, valuations are especially…
We consider the boundary value problems (BVPs) for linear secondorder ODEs with a strongly positive operator coefficient in a Banach space. The solutions are given in the form of the infinite series by means of the Cayley transform of the…
We study estimation and prediction of Gaussian processes with covariance model belonging to the generalized Cauchy (GC) family, under fixed domain asymptotics. Gaussian processes with this kind of covariance function provide separate…
Using the theory of stochastic integration for processes with values in a UMD Banach space developed recently by the authors, an Ito formula is proved which is applied to prove the existence of strong solutions for a class of stochastic…
A general formulation of noncommutative or quantum derivatives for operators in a Banach space is given on the basis of the Leibniz rule, irrespective of their explicit representations such as the G\^ateaux derivative or commutators. This…
This paper considers the problem of constructing finite-dimensional state space realizations for stochastic processes that can be represented as the outputs of a certain type of a causal system driven by a continuous semimartingale input…
In this paper we construct a theory of stochastic integration of processes with values in $\mathcal{L}(H,E)$, where $H$ is a separable Hilbert space and $E$ is a UMD Banach space (i.e., a space in which martingale differences are…
We study the complexity of Banach space valued integration in the randomized setting. We are concerned with $r$-times continuously differentiable functions on the $d$-dimensional unit cube $Q$, with values in a Banach space $X$, and…