Related papers: On Banach spaces of vector-valued random variables…
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…
Risk measures, or coherent measures of risk are often considered on the space L^\infty, and important theorems on risk measures build on that space. Other risk measures, among them the most important risk measure---the Average…
We study the Banach space $D([0,1]^m)$ of functions of several variables that are (in a certain sense) right-continuous with left limits, and extend several results previously known for the standard case $m=1$. We give, for example, a…
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…
Certain previously known upper bounds on the moments of the norm of martingales in 2-smooth Banach spaces are improved. Some of these improvements hold even for sums of independent real-valued random variables. Applications to concentration…
We study the optimal value function for control problems on Banach spaces that involve both continuous and discrete control decisions. For problems involving semilinear dynamics subject to mixed control inequality constraints, one can show…
This paper studies topological duals of Banach function spaces (BFS). We assume a finite measure but our arguments extend to general locally convex function spaces whose topology is generated by seminorms that satisfy the usual BFS axioms.…
This article characterizes conjugates and subdifferentials of convex integral functionals over the linear space $\mathcal N^\infty$ of stochastic processes of essentially bounded variation (BV) when $\mathcal N^\infty$ is identified with…
We study differentiability properties of convex operators defined on a Banach space with values in an $\Lc_p$ space and of their compositions with monotonic convex functionals on this space. We develop new tools for operators enjoying an…
In contrast to the usual Lipschitz seminorms associated to ordinary metrics on compact spaces, we show by examples that Lipschitz seminorms on possibly non-commutative compact spaces are usually not determined by the restriction of the…
Banach spaces that are complemented in the second dual are characterised precisely as those spaces $X$ which enjoy the property that for every amenable semigroup $S$ there exists an $X$-valued analogue of an invariant mean defined on the…
All most all the function spaces over real or complex domains and spaces of sequences, that arise in practice as examples of normed complete linear spaces (Banach spaces), are reflexive. These Banach spaces are dual to their respective…
We provide some new consequences on the Lipschitz numerical radius and index which were introduced recently. More precisely, we give some renorming results on the Lipschitz numerical index, introduce a concept of Lipschitz numerical radius…
The aim of this note is to study octahedrality in vector valued Lipschitz-free Banach spaces on a metric space under topological hypotheses on it. As a consequence, we get that the space of Lipschitz functions on a metric space valued in a…
Let (X, d) be a quasi-convex, complete and separable metric space with reference probability measure m. We prove that the set of of real valued Lipschitz function with non zero point-wise Lipschitz constant m-almost everywhere is residual,…
Existing concentration bounds for bounded vector-valued random variables include extensions of the scalar Hoeffding and Bernstein inequalities. While the latter is typically tighter, it requires knowing a bound on the variance of the random…
In this paper we characterize multiplication operators induced by operator valued maps on Banach function spaces. We also study multiplication semigroups and stability of these operators.
Given a positive operator-valued measure $\nu$ acting on the Borel sets of a locally compact Hausdorff space $X$, with outcomes in the algebra $\mathcal B(\mathcal H)$ of all bounded operators on a (possibly infinite-dimensional) Hilbert…
The paper examines questions of local asymptotic stability of random dynamical systems. Results concerning stochastic dynamics in general metric spaces, as well as in Banach spaces, are obtained. The results pertaining to Banach spaces are…
We introduce a category of vector spaces modelling full propositional linear logic, similar to probabilistic coherence spaces and to Koethe sequences spaces. Its objects are {\it rigged sequences spaces}, Banach spaces of sequences, with…