Related papers: Conditional Expectations in Banach spaces with RNP

We investigate the supports of extremal martingale measures with pre-specified marginals in a two-period setting. First, we establish in full generality the equivalence between the extremality of a given measure $Q$ and the denseness in…

We focus on measurability and integrability for set valued functions in non-necessarily separable Fr\'echet spaces. We prove some properties concerning the equivalence between different classes of measurable multifunctions. We also provide…

Let $\mathcal{P}$ be a class of Banach spaces and let $T=\{T_\alpha\}_{\alpha\in A}$ be a set of metric spaces. We say that $T$ is a set of {\it test-spaces} for $\mathcal{P}$ if the following two conditions are equivalent: (1)…

We find sufficient conditions on a compactly supported function $g$, $\supp g = [a,b]$ which guarantee that the Gabor system $$\mathcal{G}(g;\alpha,\beta)=\{e^{2\pi i \beta m x}g(x-\alpha n)\}_{m,n\in\mathbb{Z}}$$ is a frame for all $\alpha…

Let $\psi$ be a multi-dimensional random variable. We show that the set of probability measures $\mathbb{Q}$ such that the $\mathbb{Q}$-martingale $S^{\mathbb{Q}}_t=\mathbb{E}^{\mathbb{Q}}\left[\psi\lvert\mathcal{F}_{t}\right]$ has the…

We prove necessary conditions for Fredholmness of singular integral operators with piecewise continuous coefficients on weighted Banach function spaces. These conditions are formulated in terms of indices of submultiplicative functions…

In this article, the class of all Dunford-Pettis $ p $-convergent operators and $ p $-Dunford-Pettis relatively compact property on Banach spaces are investigated. Moreover, we give some conditions on Banach spaces $ X $ and $ Y $ such that…

Given two metric measure spaces $X$ and $Y$. Let $f:X\to Y$ be a measurable mapping and $A\subset X$. The Banach indicatrix (multiplicity function) is defined as $N(y,f,A) = \#\{x\in A \mid f(x) = y\}$. We prove measurability of this…

Let $\Omega$ be a Polish space with Borel $\sigma$-field $\mathcal{F}$ and countably generated sub $\sigma$-field $\mathcal{G}\subset\mathcal{F}$. Denote by $\mathcal{L}(\mathcal{F})$ the set of all bounded $\mathcal{F}$-upper semianalytic…

We prove that for any $\ell_\infty$-sum $Z = \bigoplus_{i \in [n]} X_i$ of finitely many strictly convex Banach spaces $(X_i)_{i \in [n]}$, an extremeness preserving 1-Lipschitz bijection $f\colon B_Z \to B_Z$ is an isometry, by…

We investigate multiscale Gibbs measures from a variational and probabilistic viewpoint, focusing on the structural asymmetry among conditional entropies that characterizes their construction. We show how this asymmetry emerges both from…

For various function spaces of the form gU or U+gV, U and V e.g. almost periodic functions AP, (bounded) uniformly continuous functions BUC, UC, g(t) = exp(it^2), their properties are discussed, especially a Loomis type condition (Delta)…

We discuss conditions under which a convex cone $\K\subset \R^{\Omega}$ admits a probability $m$ such that $\sup_{k\in \K} m(k)\leq0$. Based on these, we also characterize linear functionals that admit the representation as finitely…

Let $X$ be a Banach space and $(\Omega,\Sigma)$ be a measure space. We provide a characterization of sequences in the space of $X$-valued countably additive measures on $\Omega,\Sigma)$ of bounded variation that generate complemented copies…

The objective of this paper is to investigate the connection between penalty functions from stochastic optimal control, convex semigroups from analysis and convex expectations from probability theory. Our main result provides a one-to-one…

In this paper, we study the problem of \textit{constrained} and \textit{stochastic} continuous submodular maximization. Even though the objective function is not concave (nor convex) and is defined in terms of an expectation, we develop a…

This paper concerns parameterized convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional Banach (resp. finite-dimensional) spaces and that are indexed by an arbitrary fixed set T…

A separable Banach space $X$ is said to be finitely determined if for each separable space $Y$ such that $X$ is finitely representable (f.r.) in $Y$ and $Y$ is f.r. in $X$ then $Y$ is isometric to $X$. We provide a direct proof (without…

Sublinear expectations for uncertain processes have received a lot of attention recently, particularly methods to extend a downward-continuous sublinear expectation on the bounded finitary functions to one on the non-finitary functions. In…

In this paper, in the absence of any constraint qualifications, we develop sequential necessary and sufficient optimality conditions for a constrained multiobjective fractional programming problem characterizing a Henig proper efficient…