Related papers: Generalized covariation for Banach space valued pr…
Let $B$ be a bi-fractional Brownian motion with indices $H\in (0,1),K\in (0,1]$, $2HK=1$ and let ${\mathscr L}(x,t)$ be its local time process. We construct a Banach space ${\mathscr H}$ of measurable functions such that the quadratic…
We introduce a sheaf theoretic viewpoint on functional analysis designed for infinite dimensional Lie group actions. We develop functional calculus for Banach valued functors and, in particular, prove the existence of an exponential map for…
Given any square matrix or a bounded operator $A$ in a Hilbert space such that $p(A)$ is normal (or similar to normal), we construct a Banach algebra, depending on the polynomial $p$, for which a simple functional calculus holds. When the…
Decay processes $B\rightarrow D_{\left(s\right)}^{\left(*\right)}h$ ($h=\pi,\rho$) are studied in the framework of the confined covariant quark model using the na\"{i}ve factorization assumption. We observe that the theoretical results on…
A mathematical framework is developed for the analysis of causal fermion systems in the infinite-dimensional setting. It is shown that the regular spacetime point operators form a Banach manifold endowed with a canonical Fr\'echet-smooth…
Many applications require stochastic processes specified on two- or higher-dimensional domains; spatial or spatial-temporal modelling, for example. In these applications it is attractive, for conceptual simplicity and computational…
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…
For a semi-martingale $X_t$, which forms a stochastic boundary, a rate-optimal estimator for its quadratic variation $\langle X, X \rangle_t$ is constructed based on observations in the vicinity of $X_t$. The problem is embedded in a…
In this paper, several differentiability criteria for real functions of multiple variables in n-dimensional Euclidean space are considered. Simple and easy-to-use Cauchy-like criterion is formulated and proven. Relaxed sufficient conditions…
Realized statistics based on high frequency returns have become very popular in financial economics. In recent years, different non-parametric estimators of the variation of a log-price process have appeared. These were developed by many…
In this paper, we present an overview of the recent developments of functional quantization of stochastic processes, with an emphasis on the quadratic case. Functional quantization is a way to approximate a process, viewed as a…
Consider a nonlinear ill-posed operator equation $F(u)=y$ where $F$ is defined on a Banach space $X$. In general, for solving this equation numerically, a finite dimensional approximation of $X$ and an approximation of $F$ are required.…
We construct and study a time--semidiscretization scheme for the Cauchy problem associated with a linear homogeneous differential equation with the Caputo fractional time derivative of order $\alpha\in(0,1)$ and a spatial sectorial operator…
We derive unique Banach-valued solutions to stochastic Volterra equations with random coefficients that may depend on pure chance and involve singular kernels. In particular, for controlled and distribution-dependent coefficients these…
The process $(G_t)_{t\in[0,T]}$ is referred to as a fractional Gaussian process if the first-order partial derivative of the difference between its covariance function and that of the fractional Brownian motion $(B^H_t)_{t\in[0,T ]}$ is a…
We introduce a family of Banach spaces of measures, each containing the set of measures with density of bounded variation. These spaces are suitable for the study of weighted transfer operators of piecewise-smooth maps of the interval where…
We construct fractionally integrated continuous-time GARCH models, which capture the observed long range dependence of squared volatility in high-frequency data. Since the usual Molchan-Golosov and Mandelbrot-van-Ness fractional kernels…
In this article we introduce and investigate some new Banach spaces, so - called moment spaces, and consider applications to the Fourier series, singular integral operators, theory of martingales.
Geometric Invariant Theory (GIT) produces quotients of algebraic varieties by reductive groups. If the variety is projective, this quotient depends on a choice of polarisation; by work of Dolgachev-Hu and Thaddeus, it is known that two…
Reichel (2025) defined the bariance as a pairwise-difference measure that can be rewritten in linear time using only scalar sums. We extend this idea to the covariance matrix by showing that the standard matrix expression involving the…