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We introduce polynomial processes taking values in an arbitrary Banach space $B$ via their infinitesimal generator $L$ and the associated martingale problem. We obtain two representations of the (conditional) moments in terms of solutions…

Probability · Mathematics 2019-11-11 Christa Cuchiero , Sara Svaluto-Ferro

In the probability theory limit distributions (or probability measures) are often characterized by some convolution equations (factorization properties) rather than by Fourier transforms (the characteristic functionals). In fact, usually…

Probability · Mathematics 2013-07-24 Zbigniew J. Jurek

The present paper is devoted to the second part of our project on asymmetric maximal inequalities, where we consider martingales in continuous time. Let $(\mathcal M,\tau)$ be a noncommutative probability space equipped with a continuous…

Probability · Mathematics 2016-11-07 Guixiang Hong , Marius Junge , Javier Parcet

We establish discrete Ingham type and Haraux type inequalities for exponential sums satisfying a weakened gap condition. They enable us to obtain discrete simultaneous observability theorems for systems of vibrating strings or beams.

Classical Analysis and ODEs · Mathematics 2007-05-23 Paola Loreti , Vilmos Komornik

We present a novel family of continuous, linear time-frequency transforms adaptable to a multitude of (nonlinear) frequency scales. Similar to classical time-frequency or time-scale representations, the representation coefficients are…

Functional Analysis · Mathematics 2024-03-20 Nicki Holighaus , Christoph Wiesmeyr , Peter Balazs

We prove an inequality for the spectral norm of matrix valued stochastic integrals. This inequality can be seen either as a non-commutative version of the Burkholder-Davis-Gundy inequality or as an extension of the non-commutative…

Probability · Mathematics 2026-03-03 Tom Maître

We provide a suitable framework for the concept of finite quadratic variation for processes with values in a separable Banach space $B$ using the language of stochastic calculus via regularizations, introduced in the case $B= \R$ by the…

Probability · Mathematics 2010-10-27 Cristina Di Girolami , Francesco Russo

This paper deals with rates of convergence in the strong law of large numbers, in the Baum-Katz form, for partial sums of Banach space valued random variables. The results are then applied to solve similar problems for weighted partial sums…

Probability · Mathematics 2022-12-27 Magda Peligrad , Costel Peligrad

Existence and uniqueness as well as the iterative approximation of fixed points of enriched almost contractions in Banach spaces are studied. The obtained results are generalizations of the great majority of metric fixed point theorems, in…

Functional Analysis · Mathematics 2021-03-19 Vasile Berinde , Madalina Pacurar

This paper investigates the initial-boundary value problem for weakly coupled systems of time-fractional subdiffusion equations with spatially and temporally varying coupling coefficients. By combining the energy method with the coercivity…

Analysis of PDEs · Mathematics 2025-10-16 Zhiyuan Li , Yikan Liu , Kazuma Wada

We prove the existence of measurable invariant manifolds for small perturbations of linear Random Dynamical Systems evolving on a Banach space and admitting a general type of dichotomy, both for continuous and discrete time. Moreover, the…

Dynamical Systems · Mathematics 2020-08-25 António J. G. Bento , Helder Vilarinho

This paper presents an algorithm for sampling random variables that allows to separation of the sampling process into subproblems by dividing the sample space into overlapping parts. The subproblems can be solved independently of each other…

Computation · Statistics 2016-01-26 Jonas Hallgren , Timo Koski

The paper concerns itself with establishing large deviation principles for a sequence of stochastic integrals and stochastic differential equations driven by general semimartingales in infinite-dimensional settings. The class of…

Probability · Mathematics 2017-08-25 Arnab Ganguly

The use of second order information on the forward operator often comes at a very moderate additional computational price in the context of parameter identification probems for differential equation models. On the other hand the use of…

Numerical Analysis · Mathematics 2015-06-22 Barbara Kaltenbacher

We study Hausdorff-Young type inequalities for vector-valued Dirichlet series which allow to compare the norm of a Dirichlet series in the Hardy space $\mathcal{H}_{p} (X)$ with the $q$-norm of its coefficients. In order to obtain…

Functional Analysis · Mathematics 2019-07-19 Daniel Carando , Felipe Marceca , Pablo Sevilla-Peris

We present an approach to deep estimation of discrete conditional probability distributions. Such models have several applications, including generative modeling of audio, image, and video data. Our approach combines two main techniques:…

Machine Learning · Statistics 2017-03-01 Wesley Tansey , Karl Pichotta , James G. Scott

This paper discusses a new notion of quadratic variation and covariation for Banach space valued processes (not necessarily semimartingales) and related It\^o formula. If $\X$ and $\Y$ take respectively values in Banach spaces $B_{1}$ and…

Probability · Mathematics 2013-02-28 Cristina Di Girolami , Francesco Russo

Alternative iterative methods for a nonexpansive mapping in a Banach space are proposed and proved to be convergent to a common solution to a fixed point problem and a variational inequality. We give rates of asymptotic regularity for such…

Functional Analysis · Mathematics 2009-06-01 Vittorio Colao , Laurentiu Leustean , Genaro Lopez , Victoria Martin-Marquez

Convergence rates results for Tikhonov regularization of nonlinear ill-posed operator equations in abstract function spaces require the handling of both smoothness conditions imposed on the solution and structural conditions expressing the…

Numerical Analysis · Mathematics 2009-09-29 Radu Ioan Bot , Bernd Hofmann

The aim of the present paper is twofold:(1) We carry on with developing an abstract method for deriving decay estimates on the semigroup associated to non-symmetric operators in Banach spaces as introduced in [10]. We extend the method so…

Analysis of PDEs · Mathematics 2015-10-28 S Mischler , C Mouhot
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