Related papers: The covariation for Banach space valued processes …
A nonlinear equation in a Banach space is written as a linear equation with a linear operator depending on the unknown solution. This method, which we call a global linearization method, differs essentially from the local linearization…
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 generalise the martingale-coboundary representation of discrete time stochastic processes to the non-stationary case and to random variables in Orlicz spaces. Related limit theorems (CLT, invariance principle, log log law, probabilities…
Convergence rates results for Tikhonov regularization of nonlinear ill-posed operator equations in abstract function spaces require the handling of both smoothness conditions imposed on the solution and structural conditions expressing the…
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…
For proper lower semi-continuous functionals bounded below which do not increase upon polarization, an improved version of Ekeland's variational principle can be formulated in Banach spaces, which provides almost symmetric points.
We develop a general, functional calculus approach to approximation of $C_0$-semigroups on Banach spaces by bounded completely monotone functions of their generators. The approach comprises most of well-known approximation formulas, yields…
Dzhaparidze and Spreij [5] showed that the quadratic variation of a semimartingale can be approximated using a randomized periodogram. We show that the same approximation is valid for a special class of continuous stochastic processes. This…
Comparison results for Markov processes w.r.t. function class induced (integral) stochastic orders have a long history. The most general results so far for this problem have been obtained based on the theory of evolution systems on Banach…
We provide a version of the stochastic Fubini's theorem which does not depend on the particular stochastic integrator chosen as far as the stochastic integration is built as a continuous linear operator from an $L^p$ space of Banach…
We introduce and study new distribution spaces, the test function space $\mathcal{D}_E$ and its strong dual $\mathcal{D}'_{E'_{\ast}}$. These spaces generalize the Schwartz spaces $\mathcal{D}_{L^{q}}$, $\mathcal{D}'_{L^{p}}$,…
We present a denotational semantics for higher-order probabilistic programs in terms of linear operators between Banach spaces. Our semantics is rooted in the classical theory of Banach spaces and their tensor products, but bears…
The paper introduces the notion of skew-evolution semiflows and presents the concept of pointwise trichotomy in the case of skew-evolution semiflows on a Banach space. The connection with the classic notion of trichotomy presented by us in…
We construct a new bounded functional calculus for the generators of bounded semigroups on Hilbert spaces and generators of bounded holomorphic semigroups on Banach spaces. The calculus is a natural (and strict) extension of the classical…
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…
The paper concerns itself with establishing large deviation principles for a sequence of stochastic integrals and stochastic differential equations driven by general semimartingales in infinite-dimensional settings. The class of…
We introduce the notion of stochastic product as a binary operation on the convex set of quantum states (the density operators) that preserves the convex structure, and we investigate its main consequences. We consider, in particular,…
We introduce the notion of a field of covariances, a contravariant functor from non-commutative probability spaces to Hilbert spaces, as the natural categorical analogue of statistical covariance. In the case of finite-dimensional…
We develop a stochastic analysis for a Gaussian process $X$ with singular covariance by an intrinsic procedure focusing on several examples such as covariance measure structure processes, bifractional Brownian motion, processes with…
The abstract Cauchy problem for the distributed order fractional evolution equation in the Caputo and in the Riemann-Liouville sense is studied for operators generating a strongly continuous one-parameter semigroup on a Banach space.…