Related papers: The covariation for Banach space valued processes …
The question is addressed of when a Sobolev type space, built upon a general rearrangement-invariant norm, on an $n$-dimensional domain, is a Banach algebra under pointwise multiplication of functions. A sharp balance condition among the…
In this paper we give some basic and important properties of several typical Banach spaces of functions of $G$-Brownian motion pathes induced by a sublinear expectation--G-expectation. Many results can be also applied to more general…
Quantum theory predicts probabilities as well as relative phases between different alternatives of the system. A unified description of both probabilities and phases comes through a generalisation of the notion of a density matrix for…
This paper is concerned with solution in H\"{o}lder spaces of the Cauchy problem for linear and semi-linear backward stochastic partial differential equations (BSPDEs) of super-parabolic type. The pair of unknown variables are viewed as…
In this article we use a covariance function that arises from limit of fluctuations of the rescaled occupation time process of a branching particle system, to introduce a family of weighted long-range dependence Gaussian processes. In…
We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…
This paper introduces the concept of random context representations for the transition probabilities of a finite-alphabet stochastic process. Processes with these representations generalize context tree processes (a.k.a. variable length…
The notion of projection families generalizes the classical notions of vector- and operator-valued measures. We show that projection families are general enough to extend the Spectral Theorem to Banach algebras and operators between Banach…
In this paper we solve support vector machines in reproducing kernel Banach spaces with reproducing kernels defined on nonsymmetric domains instead of the traditional methods in reproducing kernel Hilbert spaces. Using the orthogonality of…
The main purpose of this paper is to introduce the notion of an asymptotically almost periodic ultradistribution and asymptotically almost automorphic ultradistribution with values in a Banach space, as well as to further analyze the…
We construct a Banach rearrangement invariant norm on the measurable space for which the finiteness of this norm for measurable function (random variable) is equivalent to suitable tail (heavy tail and light tail) behavior. We investigate…
The category of Banach Lie-Poisson spaces is introduced and studied. It is shown that the category of W*-algebras can be considered as one of its subcategories. Examples and applications of Banach Lie-Poisson spaces to quantization and…
In this paper we propose a general coorbit space theory suitable to define coorbits of quasi-Banach spaces using an abstract continuous frame, indexed by a locally compact Hausdorff space, and an associated generalized voice transform. The…
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…
We extend the notion of cointegration for time series taking values in a potentially infinite dimensional Banach space. Examples of such time series include stochastic processes in C[0,1] equipped with the supremum distance and those in a…
This note aims to highlight the link between representable functionals and derivations on a Banach quasi *-algebra, i.e. a mathematical structure that can be seen as the completion of a normed *-algebra in the case the multiplication is…
In this paper we develop a functional calculus for bounded operators defined on quaternionic Banach spaces. This calculus is based on the notion of slice-regularity, see \cite{gs}, and the key tools are a new resolvent operator and a new…
These notes survey some aspects of discrete-time chaotic calculus and its applications, based on the chaos representation property for i.i.d. sequences of random variables. The topics covered include the Clark formula and predictable…
We show that some previous results concerning the boundedness of differentiation and integration operators on weighted spaces given by radial weights in the unit disk or the complex plane might fail without some natural additional…
We derive a functional change of variable formula for {\it non-anticipative} functionals defined on the space of right continuous paths with left limits. The functional is only required to possess certain directional derivatives, which may…