Related papers: Rough differential equation in Banach space driven…

In the book, I considered differential equations of order $1$ over Banach $D$\Hyph algebra: differential equation solved with respect to the derivative; exact differential equation; linear homogeneous equation. I considered examples of…

This paper focuses on the stability of both local and global error bounds for a proper lower semicontinuous convex function defined on a Banach space. Without relying on any dual space information, we first provide precise estimates of…

We consider a rough differential equation indexed by a small parameter $\varepsilon>0$. When the rough differential equation is driven by fractional Brownian motion with Hurst parameter $H$ ($1/4<H<1/2$), we prove the Laplace-type…

We present a framework to calculate large deviations for nonlinear functions of independent random variables supported on compact sets in Banach spaces, by extending the result in Chatterjee and Dembo [6]. Previous research on nonlinear…

We derive an invariance principle for the lift to the rough path topology of stochastic processes with delayed regenerative increments under an optimal moment condition. An interesting feature of the result is the emergence of area anomaly,…

In this paper, we investigate a class of stochastic impulsive fractional differential evolution equations with infinite delay in Banach space. Firstly sufficient conditions of the existence and uniqueness of the mild solution for this type…

We propose and analyse a minimal-residual method in discrete dual norms for approximating the solution of the advection-reaction equation in a weak Banach-space setting. The weak formulation allows for the direct approximation of solutions…

This paper deals with the interplay of the geometry of the norm and the weak topology in Banach spaces. Both dual and intrinsic connections between weak forms of rotundity and smoothness ared discussed. Weakly exposed points, weakly locally…

In [1], we proved the existence of solutions to reflected rough differential equations based on an idea of Euler approximation of the solutions which is due to Davie [6]. In this paper, we prove the existence theorem under weaker…

Rough paths theory allows for a pathwise theory of solutions to differential equations driven by highly irregular signals. The fundamental observation of rough paths theory is that if one can define "iterated integrals" above a signal, then…

In this paper, we consider a Banach space valued random coefficient autoregressive process. Our studies on this process involve existence, weak law of large numbers, strong law of large numbers, some exponential inequalities, central limit…

We use an extension to the infinite dimension of the rank theorem of the differential calculus to establish a Karush-Huhn-Tucker theorem for optimization problems in Banach spaces. We provide an application to variational problems on…

We consider a nonlinear Fokker-Planck equation driven by a deterministic rough path which describes the conditional probability of a McKean-Vlasov diffusion with "common" noise. To study the equation we build a self-contained framework of…

The standard theory of Banach spaces is built upon the notions of vector space, triangle inequality and Cauchy completeness. Here we propose a `hyperbolic' variant of this `elliptic' framework where general linear combinations are replaced…

We study the obstructions to coarse universality in separable dual Banach spaces. We prove coarse non-universality of several classes of dual spaces, including those with conditional spreading bases, as well as generalized James and James…

This work is devoted to the study of the existence of at least one weak solution to nonlocal equations involving a general integro-differential operator of fractional type. As a special case, we derive an existence theorem for the…

We study the extragradient method for solving vector quasi-equilibrium problems in Banach spaces, which generalizes the extragradient method for vector equilibrium problems and scalar quasi-equilibrium problems. We propose a regularization…

In this paper, we investigate reflected backward stochastic differential equations driven by rough paths (rough RBSDEs), which can be viewed as probabilistic representations of nonlinear rough partial differential equations (rough PDEs) or…

We prove a modification to the classical maximal inequality for stochastic convolutions in 2-smooth Banach spaces using the factorization method. This permits to study semilinear stochastic partial differential equations with unbounded…

In this paper, a Banach space framework is introduced in order to deal with finite-dimensional path-dependent stochastic differential equations. A version of Kolmogorov backward equation is formulated and solved both in the space of $L^p$…