Related papers: Stochastic Integrals and Gelfand Integration in Fr…

In this paper we construct a theory of stochastic integration of processes with values in $\mathcal{L}(H,E)$, where $H$ is a separable Hilbert space and $E$ is a UMD Banach space (i.e., a space in which martingale differences are…

This paper systematically studies the subset of continuous linear functionals on the projective tensor product of Banach spaces whose norms are bounded by Grothendieck's constant $K_G$. We term such functionals Grothendieck functional…

This papers develops a stochastic integration theory with respect to volatility modulated L\'{e}vy-driven Volterra (VMLV) processes. It extends recent results in the literature to allow for stochastic volatility and pure jump processes in…

In this paper, we consider the strong convergence order of the exponential integrator for the stochastic heat equation driven by an additive fractional Brownian motion with Hurst parameter $H\in(\frac12,1)$. By showing the strong order one…

In this paper, we study harmonic analysis on finite homogeneous spaces whose associated permutation representation decomposes with multiplicity. After a careful look at Frobenius reciprocity and transitivity of induction, and the…

In this paper we introduce an intrinsic version of the classical induction of representations for a subgroup $H$ of a (finite) group $G$, called here {\em geometric induction}, which associates to any, not necessarily transitive, $G$-set…

The book deals with a stochastic formulation of path integration in real time, by rotating the_space_ variables over exp(i pi/4). Preliminary chapters deal with quantum and classical mechanics, probability theory and stochastic calculus,…

This paper introduces Sobolev spaces over Gelfand pairs in the framework of hypergroups. The Sobolev spaces in question are constructed from the Fourier transform on hypergroup Gelfand pairs. Mainly, the paper focuses on the investigation…

This manuscript proposes a class of fractional stochastic integro-differential equation (FSIDE) with non-instantaneous impulses in an arbitrary separable Hilbert space. We use a projection scheme of increasing sequence of finite dimensional…

In this paper we show the existence of a universal Skorohod measurable functional representation for a large class of semimartingale-driven stochastic differential equations. For this we prove that paths of the strong solutions of…

The paper concerns the investigation of nonconvex and nondifferentiable integral functionals on general Banach spaces, which may not be reflexive and/or separable. Considering two major subdifferentials of variational analysis, we derive…

A derivation operator and a divergence operator are defined on the algebra of bounded operators on the symmetric Fock space over the complexification of a real Hilbert space $\eufrak{h}$ and it is shown that they satisfy similar properties…

In this work we develop a stochastic algorithm to integrate the Cahn-Hilliard equations. The algorithm is based on Gillespie's stochastic simulation algorithm, also known as kinetic Monte Carlo. The deterministic integration of the phase…

We characterize Gelfand-Shilov spaces, their distribution spaces and modulation spaces in terms of estimates of their Zak transforms. We use these result for general investigations of quasi-periodic functions and distributions. We also…

In this paper, we discuss some specific features of symmetries of integrable systems which can be used to contruct the Fokas-Gel'fand formula for the immersion of 2D-soliton surfaces, associated with such systems, in Lie algebras. We…

This article presents a construction of the concept of stochastic integration in Riemannian manifolds from a purely functional-analytic point of view. We show that there are infinitely many such integrals, and that any two of them are…

We present a constructive proof of the Stone-Yosida representation theorem for Riesz spaces motivated by considerations from formal topology. This theorem is used to derive a representation theorem for f-algebras. In turn, this theorem…

In this paper, we study the existence and uniqueness of a class of stochastic differential equations driven by fractional Brownian motions with arbitrary Hurst parameter $H\in (0,1)$. In particular, the stochastic integrals appearing in the…

In this paper, we present some implicit function theorems for set-valued mappings between Fr\'echet spaces. The proof relies on Lebesgue's Dominated Convergence Theorem and on Ekeland's variational principle. An application to the existence…

We consider stochastic Volterra integral equations driven by a fractional Brownian motion with Hurst parameter H > 1/2 . We first derive supremum norm estimates for the solution and its Malliavin derivative. We then show existence and…