Related papers: Conditional Expectations in Banach spaces with RNP

We provide sufficient conditions for the existence of a strong derivable map and calculate its derivative by employing a result in our previous work on strong derivability of maps arising by functional calculus of an unbounded scalar type…

Let $v,~\omega_1, ~\omega_2$ be weights and $1<p_1, ~p_2<\infty.$ Suppose that $\frac{1}{p}=\frac{1}{p_1}+\frac{1}{p_2}$ and $(\omega_1, \omega_2)\in RH(p_1, p_2).$ For the multisublinear maximal operator $\mathfrak{M}$ in martingale…

For any continuous map f on a compact manifold M, we define the SRB-like (or observable) probabilities as a generalization of Sinai-Ruelle-Bowen (i.e. physical) measures. We prove that f has observable measures, even if SRB measures do not…

Let $T\colon X\to X$ be a bounded operator on Banach space, whose spectrum $\sigma(T)$ is included in the closed unit disc $\overline{\mathbb D}$. Assume that the peripheral spectrum $\sigma(T)\cap{\mathbb T}$ is finite and that $T$…

There are two main aims of the paper. The first one is to extend the criterion for the precompactness of sets in Banach function spaces to the setting of quasi-Banach function spaces. The second one is to extend the criterion for the…

A vector-valued version of the Girsanov theorem is presented, for a scalar process with respect to a Banach-valued measure. Previously, a short discussion about the Birkhoff-type integration is outlined, as for example integration by…

Diversity analysis of a number of Multiple-Input Multiple-Output (MIMO) applications requires the calculation of the expectation of a function whose variables are the ordered multiple eigenvalues of a Wishart matrix. In order to carry out…

This paper deals with the extension of a classical theorem by R. Phelps on the G\^ateaux differentiability of Lipschitz functions on separable Banach spaces to the non-separable case. The extension of the theorem is not possible for general…

Given a finite measure space $(\Omega,\Sigma,\mu)$, we show that any Banach space $X(\mu)$ consisting of (equivalence classes of) real measurable functions defined on $\Omega$ such that $f \chi_A \in X(\mu) $ and $ \|f \chi_A \| \leq \|f\|,…

We prove in this article that every Borelian measure, for example, the distribution of a random variable, in separable Banach space has a support which is compact embedded Banach subspace; and prove that if the norm of the random variable…

Let X be a separable Banach space which admits a separating polynomial; in particular X a separable Hilbert space. Let $f:X \rightarrow R$ be bounded, Lipschitz, and $C^1$ with uniformly continuous derivative. Then for each {\epsilon}>0,…

In this article we investigate some general properties of the multiplier algebras of normed spaces of continuous functions (NSCF). In particular, we prove that the multiplier algebra inherits some of the properties of the NSCF. We show that…

We consider an incomplete multi-asset binomial market model. We prove that for a wide class of contingent claims the extremal multi-step martingale measure is a power of the corresponding single-step extremal martingale measure. This allows…

The paper gives a Banach space -valued extension of the Tb theorem of Nazarov, Treil and Volberg (2003) concerning the boundedness of singular integral operators with respect to a measure, which only satisfies an upper control on the size…

In this paper we study a family of nonlinear (conditional) expectations that can be understood as a semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a time and path-dependent…

Let $L$ be a linear space of real bounded random variables on the probability space $(\Omega,\mathcal{A},P_0)$. There is a finitely additive probability $P$ on $\mathcal{A}$, such that $P\sim P_0$ and $E_P(X)=0$ for all $X\in L$, if and…

Let $\mathcal{M}$ be a von Neumann algebra equipped with a faithful semifinite normal weight $\phi$ and $\mathcal{N}$ be a von Neumann subalgebra of $\mathcal{M}$ such that the restriction of $\phi$ to $\mathcal{N}$ is semifinite and such…

We establish an explicit characterisation of L\'evy measures on both $L^p$-spaces and UMD Banach spaces. In the case of $L^p$-spaces, L\'evy measures are characterised by an integrability condition, which directly generalises the known…

Given a countable discrete amenable virtually orderable group $G$ acting by translations on a $G$-subshift $X \subseteq S^G$ and an absolutely summable potential $\Phi$, we present a set of conditions to obtain a special integral…

This paper presents a necessary and sufficient condition for a real-valued function defined on an open and convex subset of a Banach space to be quasi-concave, and a sufficient condition for such a function to be strictly quasi-concave.…