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Two generalizations of It\^o formula to infinite-dimensional spaces are given. The first one, in Hilbert spaces, extends the classical one by taking advantage of cancellations, when they occur in examples and it is applied to the case of a…
The main result says that every surjective isometry between two ideal Banach function spaces satisfying certain conditions can be presented as a composition of a measurable transformation of a variable and multiplication by a function.
A Banach space contains either a minimal subspace or a continuum of incomparable subspaces. General structure results for analytic equivalence relations are applied in the context of Banach spaces to show that if $E_0$ does not reduce to…
This article focuses on a new concept of quadratic variation for processes taking values in a Banach space $B$ and a corresponding covariation. This is more general than the classical one of M\'etivier and Pellaumail. Those notions are…
In [22], it was proved that as long as the integrand has certain properties, the corresponding It\^o integral can be written as a (parameterized) Lebesgue integral (or a Bochner integral). In this paper, we show that such a question can be…
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 observe a multilinearity preserving property of conditional expectation for infinite dimensional independent increment processes defined on some abstract Banach space $B$. It is similar in nature to the polynomial preserving property…
It is proved that the relation of isomorphism between separable Banach spaces is a complete analytic equivalence relation, i.e., that any analytic equivalence relation Borel reduces to it. Thus, separable Banach spaces up to isomorphism…
We provide sufficient conditions for a mapping between two Banach spaces to be a diffeomorphism using the approach of an auxiliary functional and also by the aid of a duality mapping corresponding to a normalization function. We simplify…
Given any smooth Anosov map we construct a Banach space on which the associated transfer operator is quasi-compact. The peculiarity of such a space is that in the case of expanding maps it reduces exactly to the usual space of functions of…
We identify isometric isomorphisms of the space of Kurzweil-Henstock integrable functions as bi-absolutely-continuous changes of variable.
In this paper Hilbert spaces are characterized among Banach spaces in terms of transitivity with respect to nicely behaved subgroups of the isometry group. For example, the following result is typical here: If X is a real Banach space…
A problem of Banach asks whether every infinite-dimensional Banach space which is isomorphic to all its infinite-dimensional subspaces must be isomorphic to a separable Hilbert space. In this paper we prove a result of a Ramsey-theoretic…
The linear isometries between weighted Banach spaces of continuous functions are considered. Some of well known theorems on isometries between spaces of continuous functions are proved and stated, but all they are in an appropriate form. In…
Necessary and sufficient conditions for Banach space to be(isometrically isomorphic to) a dual space will be given.
Non-Archimedean analogs of Markov quasimeasures and stochastic processes are investigated. Thery are used for the development of stochastic antiderivations. The non-Archimedean analog of the It$\hat o$ formula is proved.
Using the theory of stochastic integration developed recently by the authors, in this paper we prove an It\^{o} formula for Hilbert space-valued It\^{o} processes defined with respect to a cylindrical-martingale valued measure. As part of…
In this paper, we study integral functionals defined on spaces of functions with values on general (non-separable) Banach spaces. We introduce a new class of integrands and multifunctions for which we obtain measurable selection results.…
We present an alternative construction of the infinite dimensional It\^{o} integral with respect to a Hilbert space valued L\'{e}vy process. This approach is based on the well-known theory of real-valued stochastic integration, and the…
We construct a countable inductive limit of weighted Banach spaces of holomorphic functions, which is not a topological subspace of the corresponding weighted inductive limit of spaces of continuous functions. The main step of our…