Related papers: Stochastic integration in Banach spaces - a survey
Time-periodic solutions to the linearized Navier-Stokes system in the $n$-dimensional whole-space are investigated. For time-periodic data in $L^q$-spaces, maximal regularity and corresponding a priori estimates for the associated…
We introduce a theory of stochastic integration with respect to a family of semimartingales depending on a continuous parameter, as a mathematical background to the theory of bond markets. We apply our results to the problem of…
In this paper a quantum stochastic integral representation theorem is obtained for unbounded regular martingales with respect to multidimensional quantum noise. This simultaneously extends results of Parthasarathy and Sinha to unbounded…
We study Henstock-type integrals for functions defined in a Radon measure space and taking values in a Banach lattice $X$. Both the single-valued case and the multivalued one are considered (in the last case mainly $cwk(X)$-valued mappings…
In this work we consider stochastic gradient descent (SGD) for solving linear inverse problems in Banach spaces. SGD and its variants have been established as one of the most successful optimisation methods in machine learning, imaging and…
We develop a measure and integration theory for random normed modules. Given a probability space $({\rm X},\Sigma,\mathfrak m)$, we introduce and study measures taking values into the space $L^0(\mathfrak m)$ of $\mathfrak m$-measurable…
We present the Walsh theory of stochastic integrals with respect to martingale measures, alongside of the Da Prato and Zabczyk theory of stochastic integrals with respect to Hilbert-space-valued Wiener processes and some other approaches to…
Space-time regularity of linear stochastic partial differential equations is studied. The solution is defined in the mild sense in the state space $L^p$. The corresponding regularity is obtained by showing that the stochastic convolution…
In this work, we extend the Da Prato-Grisvard theory of maximal regularity estimates for sectorial operators in interpolation spaces. Specifically, for any generator $-A$ of an analytic semigroup on a Banach space $X$, we identify the…
For a class of piecewise deterministic Markov processes we introduce a stochastic calculus which is a certain non-Gaussian counterpart to the classical Malliavin calculus. As an application we investigate the regularity of densities of…
This paper devotes to studying abstract stochastic evolution equations in M-type 2 Banach spaces. First, we handle nonlinear evolution equations with multiplicative noise. The existence and uniqueness of local and global mild solutions…
We investigate the problem of $L^p$-maximal regularity on Banach spaces having a Schauder basis. Our results improve those of a recent paper.
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a {\em stochastic maximal inequality} derived by using the formula for…
We present a new approach to define a suitable integral for functions with values in quasi-Banach spaces. The integrals of Bochner and Riemann have deficiencies in the non-locally convex setting. The study of an integral for $p$-Banach…
This essay explores the meaning of stochastic differential equations and stochastic integrals. It sets these subjects in a context of Riemann-Stieltjes integration. It is intended as a comment or supplement to \cite{MTRV}.
We study the dispersive properties of the Schr\"odinger equation. Precisely, we look for estimates which give a control of the local regularity and decay at infinity {\it separately}. The Banach spaces that allow such a treatment are the…
In this paper, we provide a strong formulation of the stochastic G{\^a}teaux differentiability in order to study the sharpness of a new characterization, introduced in [6], of the Malliavin-Sobolev spaces. We also give a new internal…
Using methods from Banach space theory, we prove two new structural results on maximal regularity. The first says that there exist positive analytic semigroups on UMD-Banach lattices, namely $\ell_p(\ell_q)$ for $p \neq q \in (1, \infty)$,…
In this paper, by extending the classic stochastic integrals, we investigate three kinds of more general stochastic integrals: Lebesgue-Stieltjes integrals on predictable sets of interval type (in short: PSITs), stochastic integrals on…
In this survey, we present several results related to characterizing the surjective isometries on Banach sequence spaces. Our survey includes full proofs of these characterizations for the classical spaces as well as more recent results for…