Related papers: L\'evy measures on Banach spaces

We consider Malliavin calculus based on the It\^o chaos decomposition of square integrable random variables on the L\'evy space. We show that when a random variable satisfies a certain measurability condition, its differentiability and…

The objective of this paper is to construct separable Banach spaces $S{D^p}[\mathbb{R}^\infty]$ for $1\leq p \leq \infty$, each of which contains the $L^p[\mathbb{R}^\infty] $ spaces, as well as finitely additive measures, as compact dense…

Parabolic integro-differential nondegenerate Cauchy problem is considered in the scale of L_{p} spaces of functions whose regularity is defined by a Levy measure with O-regulary varying radial profile. Existence and uniqueness of a solution…

In this paper we collect several examples of convergence of functions of random processes to generalized functionals of those processes. We remark that the limit is always finitely absolutely continuous with respect to Wiener measure. We…

Being motivated by general interest as well as by certain concrete problems of Fourier Analysis, we construct analogs of the Lp spaces for measures. It turns out that most of standard properties of the usual Lp spaces for functions are…

Risk measures, or coherent measures of risk are often considered on the space L^\infty, and important theorems on risk measures build on that space. Other risk measures, among them the most important risk measure---the Average…

L^p spaces of mappings taking values in arbitrary metric spaces, which we call nonlinear Lebesgue spaces, play an important role in several fields of mathematics. For instance, membership in these spaces is typically required for transport…

We prove $L^p$-bounds for the bilinear Hilbert transform acting on functions valued in intermediate UMD spaces. Such bounds were previously unknown for UMD spaces that are not Banach lattices. Our proof relies on bounds on embeddings from…

For each sequence X of finite-dimensional Banach spaces there exists a sequence H of finite connected nweighted graphs with maximum degree 3 such that the following conditions on a Banach space Y are equivalent: (1) Y admits uniformly…

We discuss invariant measures of partial differential equations such as the 2D Euler or Vlasov equations. For the 2D Euler equations, starting from the Liouville theorem, valid for N-dimensional approximations of the dynamics, we define the…

A charge space $(X,\mathcal{A},\mu)$ is a generalisation of a measure space, consisting of a sample space $X$, a field of subsets $\mathcal{A}$ and a finitely additive measure $\mu$, also known as a charge. Key properties a real-valued…

In this paper structure of infinite dimensional Banach spaces is studied by using an asymptotic approach based on stabilization at infinity of finite dimensional subspaces which appear everywhere far away. This leads to notions of…

For a general c\`adl\`ag L\'evy process on a separable Banach space $V$ we estimate values of $\inf_{Y\in{\cal A}_X} \mathbb{E}\left\{ \psi\left( \Vert X - Y \Vert_\infty\right) + \mathrm{TV}(Y[0,T]) \right\}$, where ${\cal A}_X$ is the…

We extend a result of Ledrappier, Hochman, and Solomyak on exact dimensionality of stationary measures for $\text{SL}_2(\mathbb{R})$ to disintegrations of stationary measures for $\text{GL}(\mathbb{R}^d)$ onto the one dimensional foliations…

We study when the integration maps of vector measures can be computed as pointwise limits of their finite rank Radon-Nikod\'ym derivatives. We will show that this can sometimes be done, but there are also principal cases in which this…

We study abstract sufficient criteria for open-loop stabilizability of linear control systems in a Banach space with a bounded control operator, which build up and generalize a sufficient condition for null-controllability in Banach spaces…

Conditional independence and graphical models are well studied for probability distributions on product spaces. We propose a new notion of conditional independence for any measure $\Lambda$ on the punctured Euclidean space $\mathbb…

One of the goals of this article is to define a an unified setting adapted to the description of means (normalized integrals or invariant means) on an infinite product of measured spaces with infinite measure. We first remark that some…

Let (\Omega,\mu) be a finite measure space, X a Banach space, and let 1\le p<\infty. The aim of this paper is to give an elementary proof of the Diaz--Mayoral theorem that a subset V of L^p(\mu;X) is relatively compact if and only if it is…

We consider abstract inverse problems between infinite-dimensional Banach spaces. These inverse problems are typically nonlinear and ill-posed, making the inversion with limited and noisy measurements a delicate process. In this work, we…