Related papers: Set-valued Brownian motion

We consider weighted composition operators on spaces of analytic functions on the unit disc, which take values in some complex Banach space. We provide necessary and sufficient conditions for the boundedness and (weak) compactness of…

Let $X$ be a ball Banach function space on $\mathbb{R}^n$, $k\in\mathbb{N}$, $h\in\mathbb{R}^n$, and $\Delta^k_h$ denote the $k${\rm th} order difference. In this article, under some mild extra assumptions about $X$, the authors prove that,…

A functional limit theorem for the empirical measure-valued process of eigenvalues of a matrix fractional Brownian motion is obtained. It is shown that the limiting measure-valued process is the non-commutative fractional Brownian motion…

This paper is devoted to the study of the relatively compact sets in Quasi-Banach function spaces, providing an important improvement of the known results. As an application, we take the final step in establishing a relative compactness…

We construct valuations on the space of finite-valued convex functions using integration of differential forms over the differential cycle associated to a convex function. We describe the kernel of this procedure and show that the…

We provide constructions of bent functions using triples of permutations. This approach is due to Mesnager. In general, involutions have been mostly considered in such a machinery; we provide some other suitable triples of permutations,…

In this article, we derive a common fixed point result for a pair of single valued and set-valued mappings on a metric space having graphical structure. In this case, the set-valued map is assumed to be closed valued instead of closed and…

In the context of time-subordinated Brownian motion models, Fourier theory and methodology are proposed to modelling the stochastic distribution of time increments. Gaussian Variance-Mean mixtures and time-subordinated models are reviewed…

Convex sets appear in various mathematical theories, and are used to define notions such as convex functions and hulls. As an abstraction from the usual definition of convex sets in vector spaces, we formalize in Coq an intrinsic…

We construct fractional Brownian motion (fBm), sub-fractional Brownian motion (sub-fBm), negative sub-fractional Brownian motion (nsfBm) and the odd part of fBm in the sense of Dzhaparidze and van Zanten (2004) by means of limiting…

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…

Here we present well-posedness results for first order stochastic differential inclusions, more precisely for sweeping process with a stochastic perturbation. These results are provided in combining both deterministic sweeping process…

This article gives dual representations for convex integral functionals on the linear space of regular processes. This space turns out to be a Banach space containing many more familiar classes of stochastic processes and its dual can be…

The concept of bounded variation has been generalized in many ways. In the frame of functions taking values in Banach space, the concept of bounded semivariation is a very important generalization. The aim of this paper is to provide an…

We construct Brownian motion on a wide class of metric spaces similar to graphs, and show that its cover time admits an upper bound depending only on the length of the space.

We consider the pointwise weighted approximation by Bernstein operators with inner singularities. The related weight functions are weights $\bar{w}(x)=|x-\xi|^\alpha(0<\xi<1,\ \alpha>0).$ In this paper we give direct and inverse results of…

A Bochner integral formula is derived that represents a function in terms of weights and a parametrized family of functions. Comparison is made to pointwise formulations, norm inequalities relating pointwise and Bochner integrals are…

In this paper, we introduce and analyze multidimensional vector-valued Laplace transform of functions with values in sequentially complete locally convex spaces. A great number of our results seem to be new even for the functions with…

We consider an n-dimensional Brownian Motion trapped inside a bounded convex set by normally-reflecting boundaries. It is well-known that this process is uniformly ergodic. However, the rates of this ergodicity are not well-understood,…

We prove an implicit function theorem for C^k-maps from arbitrary topological vector spaces over valued fields to Banach spaces (for k at least 2). As a tool, we show the C^k-dependence of fixed points on parameters for suitable families of…