Related papers: Stochastic integration in Banach spaces - a survey
We prove maximal inequalities for $L_q$-valued martingales obtained by stochastic integration with respect to compensated random measures. A version of these estimates for integrals with respect to compensated Poisson random measures were…
The subject of this paper is regularity-preserving aggregation of regular norms on finite-dimensional linear spaces. Regular norms were introduced in [5] and are closely related to ``type 2'' spaces [9, Chapter 9] playing important role in…
In this survey, we provide an in-depth exposition of our recent results on the well-posedness theory for stochastic evolution equations, employing maximal regularity techniques. The core of our approach is an abstract notion of critical…
A Smarandache multi-space is a union of $n$ different spaces equipped with some different structures for an integer $n\geq 2$, which can be both used for discrete or connected spaces, particularly for geometries and spacetimes in…
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…
Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…
A general device is proposed, which provides for extension of exponential inequalities for sums of independent real-valued random variables to those for martingales in the 2-smooth Banach spaces. This is used to obtain optimum bounds of the…
This paper addresses the study of novel constructions of variational analysis and generalized differentiation that are appropriate for characterizing robust stability properties of constrained set-valued mappings/multifunctions between…
Metric regularity has emerged during last 2-3 decades as one of the central concepts of variational analysis. The roots of this concept go back to a circle of fundamental regularity ideas of classical analysis embodied in such results as…
This paper addresses the study and characterizations of variational convexity of extended-real-valued functions on Banach spaces. This notion has been recently introduced by Rockafellar, and its importance has been already realized and…
In this paper we prove that the maximal $L^p$-regularity property on the interval $(0,T)$, $T>0$, for Cauchy problems associated with the square root of Hermite, Bessel or Laguerre type operators on $L^2(\Omega, d\mu; X),$ characterizes the…
We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…
In this work, we present a novel approach for solving stochastic shape optimization problems. Our method is the extension of the classical stochastic gradient method to infinite-dimensional shape manifolds. We prove convergence of the…
We present in this paper the theory of multivariate Banach spaces of random variables with exponential decreasing tails of distributions.
We investigate the conditional distributions of two Banach space valued, jointly Gaussian random variables. In particular, we show that these conditional distributions are again Gaussian and that their means and covariances can be…
A Smarandache multi-space is a union of $n$ different spaces equipped with some different structures for an integer $n\geq 2$, which can be both used for discrete or connected spaces, particularly for geometries and spacetimes in…
We introduce a family of Banach spaces of measures, each containing the set of measures with density of bounded variation. These spaces are suitable for the study of weighted transfer operators of piecewise-smooth maps of the interval where…
The theory of Banach spaces of Dirichlet series has drawn an increasing attention in the recent 25 years. One of the main interest of this new theory is that of defining analogues of the classical spaces of analytic functions on the unit…
This article develops optimality conditions for a large class of non-smooth variational models. The main results are based on standard tools of functional analysis and calculus of variations. Firstly we address a model with equality…
This paper presents Stieltjes-type integration for operator-valued functions with respect to spectral families. The relation between Riemann-Stieltjes integrals associated with some classes of spectral families including, in particular,…