Related papers: The covariation for Banach space valued processes …
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 develop a general mathematical framework for variational problems where the unknown function assumes values in the space of probability measures on some metric space. We study weak and strong topologies and define a total variation…
A vector-valued version of the Girsanov theorem is presented, for a scalar process with respect to a Banach-valued measure. Previously, a short discussion about the Birkhoff-type integration is outlined, as for example integration by…
We present a novel family of continuous, linear time-frequency transforms adaptable to a multitude of (nonlinear) frequency scales. Similar to classical time-frequency or time-scale representations, the representation coefficients are…
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…
In the present work, we discuss variational regularization for ill-posed nonlinear problems with focus on an oversmoothing penalty term. This means in our model that the searched-for solution of the considered nonlinear operator equation…
The prevalence of spatially referenced multivariate data has impelled researchers to develop a procedure for the joint modeling of multiple spatial processes. This ordinarily involves modeling marginal and cross-process dependence for any…
In this short note, we derive an upper estimate of Clarke's subdifferential of marginal functions in Banach spaces. The structure of the upper estimate is very similar to other results already obtained in the literature. The novelty lies on…
A class of translation-invariant Banach spaces of quasianalytic ultradistributions is introduced and studied. They are Banach modules over a Beurling algebra. Based on this class of Banach spaces, we define corresponding test function…
Manifestly covariant formalism for Bargmann-Wigner fields is developed. It is shown that there exists some freedom in the choice of the form of the Bargmann-Wigner scalar product: The general product depends implicitly on a family of…
Several stochastic processes with virtual particles in two dimensional space-time are presented whose mean field equations coincide with Schr\"odinger, Dirac, Klein-Gordon and the quantum mechanic equation for a photon. These processes…
Schr\'{o}dinger's equation with distributional $\delta$, or $\delta'$ potentials has been well studied in the past. There are challenges in simultaneously addressing some of the inherent issues of the system: The functional operator cannot…
It\^{o} processes are the most common form of continuous semimartingales, and include diffusion processes. This paper is concerned with the nonparametric regression relationship between two such It\^{o} processes. We are interested in the…
The $H^\infty$-functional calculus is a two-step procedure, introduced by A. McIntosh, that allows the definition of functions of sectorial operators in Banach spaces. It plays a crucial role in the spectral theory of differential…
We develop a stochastic calculus for processes which are built by convoluting a pure jump, zero expectation L\'{e}vy process with a Volterra-type kernel. This class of processes contains, for example, fractional L\'{e}vy processes as…
Contraction rates of time-varying maps induced by dynamical systems illuminate a wide range of asymptotic properties with applications in stability analysis and control theory. In finite-dimensional smoothly varying inner-product spaces…
In this note we define and study a Hilbert space-valued stochastic integral of operator-valued functions with respect to Hilbert space-valued measures. We show that this integral generalizes the classical Ito stochastic integral of adapted…
We investigate the connection between Gaussian processes and Gaussian random elements in reproducing kernel Banach spaces. We show that the covariance operator of a weak second-order Radon probability measure on such a space is uniquely…
A rigorous derivation is provided for canonical correlations and partial canonical correlations for certain Hilbert space indexed stochastic processes. The formulation relies on a key congruence mapping between the space spanned by a second…
A class of stochastic delay equations in Banach space $E$ driven by cylindrical Wiener process is studied. We investigate two concepts of solutions: weak and generalised strong, and give conditions under which they are equivalent. We…