Related papers: Independent increment processes: A multilinearity …

The paper investigates properties of generalized Hermite-type processes that arise in non-central limit theorems for integral functionals of long-range dependent random fields. The case of increasing multidimensional domain asymptotics is…

We consider a Banach algebra $A$ with the property that, roughly speaking, sufficiently many irreducible representations of $A$ on nontrivial Banach spaces do not vanish on all square zero elements. The class of Banach algebras with this…

We consider decoupling inequalities for random variables taking values in a Banach space $X$. We restrict the class of distributions that appear as conditional distributions while decoupling and show that each adapted process can be…

Let $X$ and $Y$ be Banach or normed linear spaces and $F\subset X$ a closed set. We apply our recent extension theorem for vector-valued Baire one functions arXiv:1512.03717 to obtain an extension theorem for vector-valued functions…

For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…

We introduce a new class of processes for the evaluation of multivariate equity derivatives. The proposed setting is well suited for the application of the standard copula function theory to processes, rather than variables, and easily…

Versions of the Oseledets multiplicative ergodic theorem for cocycles acting on infinite-dimensional Banach spaces have been investigated since the pioneering work of Ruelle in 1982 and are a topic of continuing research interest. For a…

A continuous-state polynomial branching process is constructed as the pathwise unique solution of a stochastic integral equation with absorbing boundary condition. The extinction and explosion probabilities and the mean extinction and…

We prove that any Boolean algebra with the subsequential completeness property contains an independent family of size continuum. This improves a result of Argyros from the 80ties which asserted the existence of an uncountable independent…

The existence of a Banach limit as a translation invariant positive continuous linear functional on the space of bounded scalar sequences which is equal to 1 at the constant sequence (1,1,...,1,...) is proved in a first course on functional…

We analyze a definition of product of Banach spaces that is naturally associated by duality with an abstract notion of space of multiplication operators. This dual relation allows to understand several constructions coming from different…

In this paper, we establish some new variants of fixed point theorems for a large class of countably nonexpansive multi-valued mappings. Some fixed point theorems for the sum and the product of three multi-valued mappings defined on…

Random processes with stationary increments and intrinsic random processes are two concepts commonly used to deal with non-stationary random processes. They are broader classes than stationary random processes and conceptually closely…

We provide a concise proof of existence for nonlinear operator equations in separable Banach spaces. Notably, the operator is not assumed to be monotone. Instead, our main hypotheses consist of a continuity assumption and a generalized…

In this note a large class of primary Banach spaces is characterized. Namely, it will be demonstrated that under the Continuum Hypothesis the ultrapower of any infinite dimensional nonsuperreflexive Banach space is always primary.…

We present some results related to Hahn-Banach extension theorem for linear operators on asymmetric normed spaces. L. Nachbin, Trans. Amer. Math. Soc. 68 (1950), proved that a Banach space has the extension property for linear operators (a…

In an M-type 2 Banach space, firstly we explore some properties of the set-valued stochastic integral associated with the stationary Poisson point process. By using the Hahn decomposition theorem and bounded linear functional, we obtain the…

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…

We provide novel dissipativity conditions for bounding the incremental L-1 gain of systems. Moreover, we adapt existing results on the L-infinity gain to the incremental setting and relate the incremental L-1 and L-infinity gain bounds…

A necessary and sufficient condition for existence of a Banach space with a finite dimensional decomposition but without the $\pi$-property in terms of norms of compositions of projections is found.