Related papers: Set-valued Brownian motion
We are interested in Beurling spectrum of $\mathbb X-$valued functions with application in functional delay differential equations.
In this paper, we introduce and study a unitary matrix-valued process which is closely related to the Hermitian matrix-Jacobi process. It is precisely defined as the product of a deterministic self-adjoint symmetry and a randomly-rotated…
This article reports the modeling of inertial rotational Brownian motion as an Ornstein-Uhlenbeck process evolving on the cotangent bundle of the rotation group, SO(3). The benefit of this approach and the use of a different…
A "Bochner-type" integral for vector lattice-valued functions with respect to (possibly infinite) vector lattice-valued measures is presented with respect to abstract convergences, satisfying suitable axioms, and some fundamental properties…
We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of the Brownian motion arise in the study of electronic transport in weakly…
The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a probabilistic representation of the Laplace transform of…
Let $Mat_{\mathbb{C}}(K,N)$ be the space of $K\times N$ complex matrices. Let $\mathbf{B}_t$ be Brownian motion on $Mat_{\mathbb{C}}(K,N)$ starting from the zero matrix and $\mathbf{M}\in Mat_{\mathbb{C}}(K,N)$. We prove that, with $K\ge…
Valuations on the space of finite-valued convex functions on $\mathbb{C}^n$ that are continuous, dually epi-translation invariant, as well as $\mathrm{U}(n)$-invariant are completely classified. It is shown that the space of these…
Henstock-type integrals are considered, for multifunctions taking values in the family of weakly compact and convex subsets of a Banach lattice $X$. The main tool to handle the multivalued case is a R{\aa}dstr\"om-type embedding theorem…
We consider functional equations (Cauchy's, Abel's and some other functional equations) and show that to find general solution of these equations is equivalent to establish that a space-transformation of a Brownian Motion by suitable…
The article presents a new method of integration of functions with values in Banach spaces. This integral and related notions prove to be a useful tool in the study of Banach space geomtry.
Functions with uniform sublevel sets can represent orders, preference relations or other binary relations and thus turn out to be a tool for scalarization that can be used in multicriteria optimization, decision theory, mathematical…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration. The theory provides a differential structure which describes the infinitesimal evolution of Wiener functionals at very small…
We investigate the process of eigenvalues of a symmetric matrix-valued process which upper diagonal entries are independent one-dimensional H\"older continuous Gaussian processes of order gamma in (1/2,1). Using the stochastic calculus with…
We introduce the concept of an $E$-valued function algebra, a type of Banach algebra that consist of continuous $E$-valued functions on some compact Hausdorff space, where $E$ is a Banach algebra. We present some basic results about such…
We prove an integration by parts formula on the law of the reflecting Brownian motion $X:=|B|$ in the positive half line, where $B$ is a standard Brownian motion. In other terms, we consider a perturbation of $X$ of the form $X^\epsilon =…
Certain subclasses of $B_1(K)$, the Baire-1 functions on a compact metric space $K$, are defined and characterized. Some applications to Banach spaces are given.
Using the KKM technique, we establish some existence results for variational-hemivariational inequalities involving monotone set valued mappings on bounded, closed and convex subsets in reflexive Banach spaces. We also derive several…
In this work cylindrical Wiener processes on Banach spaces are defined by means of cylindrical stochastic processes, which are a well considered mathematical object. This approach allows a definition which is a simple straightforward…
The times of Brownian local minima, maxima and their union are three distinct examples of local, stationary, dense, random countable sets associated with classical Wiener noise. Being local means, roughly, determined by the local behavior…