Related papers: Poisson stochastic integration in Banach spaces
The formulation of covariant brackets on the space of solutions to a variational problem is analyzed in the framework of contact geometry. It is argued that the Poisson algebra on the space of functionals on fields should be read as a…
Stochastic evolutional equations with monotone operators are considered in Banach spaces. Explicit and implicit numerical schemes are presented. The convergence of the approximations to the solution of the equations is proved.
This paper is concerned with a class of stochastic optimization problems defined on a Banach space with almost sure conic-type constraints. For this class of problems, we investigate the consistency of optimal values and solutions…
This paper extends split variational inclusion problems to dynamic, stochastic, and multi-agent systems in Banach spaces. We propose novel iterative algorithms to handle stochastic noise, time-varying operators, and coupled variational…
It is shown that the new Poisson brackets proposed in Part I of this work (J. Math. Phys. 34, 5747(hep-th/9305133)) arise naturally in an extension of the formal variational calculus incorporating divergences. The linear spaces of local…
We consider a system of stochastic Allen-Cahn equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative Gaussian noise driven stochastic Allen-Cahn equation is given with possibly different…
This paper is essentially a survey on several classical results of harmonic analysis and their recent extensions to Banach spaces. The first part of the paper is a summary of some important results in such topics as Bernstein spaces,…
The connection of orthogonal polynomials on the unit circle (OPUC) to the defocusing Ablowitz-Ladik integrable system involves the definition of a Poisson structure on the space of Verblunsky coefficients. In this paper, we compute the…
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…
The paper reminds the basic ideas of stochastic calculus via regularizations in Banach spaces and its applications to the study of strict solutions of Kolmogorov path dependent equations associated with "windows" of diffusion processes. One…
We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical…
In this paper we define a new type of quadratic variation for cylindrical continuous local martingales on an infinite dimensional spaces. It is shown that a large class of cylindrical continuous local martingales has such a quadratic…
For continuous boundary data, including data of polynomial growth, modified Poisson integrals are used to write solutions to the half space Dirichlet and Neumann problems in $\mathbb{R}^{n}$. Pointwise growth estimates for these integrals…
In this paper, we consider an extension of the Poisson random measure for the formulation of continuous-time reinforcement learning, such that both the frequency and the width of the jumps depend on the path. Starting from a general point…
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…
We define an analog of the Poisson integral formula for a family of the non-commutative Lobachevsky spaces. The $q$-Fourier transform of the Poisson kernel is expressed through the $q$-Bessel-Macdonald function.
Malliavin Calculus can be seen as a differential calculus on Wiener spaces. We present the notion of stochastic manifold for which the Malliavin Calculus plays the same role as the classical differential calculus for the differential…
In this paper, we establish the Poisson integral formula for bounded pluriharmonic functions on the Teichm\"uller space of analytically finite Riemann surfaces of type $(g,m)$ with $2g-2+m>0$. We also discuss a version of the F. and M.…
We consider a class of complex manifolds constructed as multiplicative quiver varieties associated with a cyclic quiver extended by an arbitrary number of arrows starting at a new vertex. Such varieties admit a Poisson structure, which is…
We introduce the notion of a multiplicative Poisson $\lambda$-bracket, which plays the same role in the theory of Hamiltonian differential-difference equations as the usual Poisson $\lambda$-bracket plays in the theory of Hamiltonian PDE.…