Related papers: The covariation for Banach space valued processes …

We study differentiability properties of convex operators defined on a Banach space with values in an $\Lc_p$ space and of their compositions with monotonic convex functionals on this space. We develop new tools for operators enjoying an…

In a 2006 article (\cite{A1}), Allouba gave his quadratic covariation differentiation theory for It\^o's integral calculus. He defined the derivative of a semimartingale with respect to a Brownian motion as the time derivative of their…

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…

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…

For a subset $E = \{\xi_1, ..., \xi_N\}$ of the unit circle $\mathbb{T}$, the notion of Ritt$_E$ operators on a Banach space and their functional calculus on generalized Stolz domains was developed and studied in arXiv:2203.05373. In this…

The concept of scaled quadratic variation was originally introduced by E. Gladyshev in 1961 in the context of Gaussian processes, where it was defined as the limit of the covariance of the underlying Gaussian process. In this paper, we…

We create a new, functional calculus, approach to approximation of C_0-semigroups on Banach spaces. As an application of this approach, we obtain optimal convergence rates in classical approximation formulas for C_0-semigroups. In fact, our…

Monotone vector fields were introduced almost 40 years ago as nonlinear extensions of positive definite linear operators, but also as natural extensions of gradients of convex potentials. These vector fields are not always derived from…

We define a map which relates four dimensional classical stochastic matrices to qubit quantum channels. The map preserves the spectrum and the composition of processes. To do this we introduce the concept of Bloch tetrahedron which plays…

This paper is devoted to a systematic study and characterizations of the fundamental notions of variational and strong variational convexity for lower semicontinuous functions. While these notions have been quite recently introduced by…

Let $B^H$ be a fractional Brownian motion with Hurst index $0<H<1/2$. In this paper we study the {\it generalized quadratic covariation} $[f(B^H),B^H]^{(W)}$ defined by $$ [f(B^H),B^H]^{(W)}_t=\lim_{\epsilon\downarrow…

This paper considers a general framework for the study of the existence of quasi-variational and variational solutions to a class of nonlinear evolution systems in convex sets of Banach spaces describing constraints on a linear combination…

This paper aims to develop a theory for linear-quadratic Nash systems and Master equations in possibly infinite-dimensional Hilbert spaces. As a first step and motivated by the recent results in [31], we study a more general model in the…

We consider decoupling inequalities for random variables taking values in a Banach space $X$. We restrict the class of distributions that appear as conditional distributions while decoupling and show that each adapted process can be…

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…

Markov matrices have an important role in the filed of stochastic processes. In this paper, we will show and prove a series of conclusions on Markov matrices and transformations rather than pay attention to stochastic processes although…

The lack of an inner product structure in Banach spaces yields the motivation to introduce a semi-inner product with a more general axiom system, one missing the requirement for symmetry, unlike the one determing a Hilbert space. We use it…

Motivated by practical applications, I present a novel and comprehensive framework for operator-valued positive definite kernels. This framework is applied to both operator theory and stochastic processes. The first application focuses on…

In this paper, we present several path properties, simulations, inferences, and generalizations of the weighted sub-fractional Brownian motion. A primary focus is on the derivation of the covariance function $R_{f,b}(s,t)$ for the weighted…

We introduce a new class of quasi-Banach spaces as an extension of the classical Grand Lebesgue Spaces for small values of the parameter, and we investigate some its properties, in particular, completeness, fundamental function, operators…