[PDF] Top 20 Levy processes and stochastic integrals in Banach spaces

... separable Banach space F and B is a suitable Lipschitz mapping from E to L(F, ...Hilbert spaces and M is a Brownian motion or a cylindrical Wiener process in the sense of [12], pp ...L´evy processes ... See full document

... on Banach space valued random vectors which equal certain 2-convex norms on equivalent operators from the dual of the Banach space to a Hilbert ...various stochastic integrals in chapters 3 ... See full document

... in stochastic equations, in particular as an alternative to the classical Wiener ...different stochastic integrals with respect to real valued fBm have been introduced in the literature, ...Wiener ... See full document

... non-Archimedean stochastic processes and stochastic antiderivational equations (with the non-Archimedean time parameter) on manifolds on Banach spaces over non-Archimedean fields are ... See full document

... due to [8, Definition 4.1(i)]. For ψ independent from x, l = 1, k = 2, b = 0, E = 1, and H = K (so that e ∗ = 1), (3.4) takes a simpler form, which can be considered as another analog of the classical formula. For the ... See full document

... the stochastic inte- gral). To deal with the integrals driven by a fractional Brownian motion, which fails to be a semimartingale except the special case when its Hurst parameter is 1/2, one uses various ... See full document

... From now on we assume that the Lie group G is connected, semi-simple and has a finite centre. Let K be a maximal compact subgroup of G with Lie algebra k and note that (G, K) is a non-compact Riemannian symmetric pair. ... See full document

... commutative Banach algebra and A + denote the Gelfand space of A, that is, A + = Sp(A), where Sp(A) in another words spectrum of A was defined in [21, Chapter ...commutative Banach algebra A is called a ... See full document

... The main purpose of this paper is to establish the convergence, almost common-stability and common-stability of the Ishikawa iteration scheme with error terms in the sense of Xu [] for two Lipschitz strictly ... See full document

... Brownian motion or Gaussian based models are known to have serious limitations like light tails, inability to effectively capture jumps, model stochastic volatility, clustering, and a host of others extensively ... See full document

... In our paper the techniques analogues to those for extracting the trend in the time series (and we mean the moving average method) is used for extracting the drift and the Brownian motion from the L´evy processes. ... See full document

... iterative processes have been used to ap- proximate fixed points of multivalued nonexpansive mappings; in particular, Sastry and Babu [5] considered the ... See full document

... and extend [8, Theorem 3.2] to this class of spaces. It may be noted that the authors in [8] only exhibit an infinite collection of pairwise independent vectors in the state space of any unit vector of the Calkin ... See full document

... multiple integrals obtained. Multiple stochastic integrals with respect to general semimartingales or infinitely divisible pro- cesses were also considered, see ...multiple integrals driven by ... See full document

... noncommutative Banach space and the k-ordered contractive condition, and then discuss the ordered structure and sev- eral properties on noncommutative Banach ... See full document

... Remark 2.4: Pertaining to the contractivity conditions in (17) and (18), it is the usual practice to employ the restriction 𝑎 ∈ [0, 1) for the type of convergence problem considered in this paper. However, it is now ... See full document

... MULTIPLIERS OF BANACH VALUED WEIGHTED FUNCTION SPACES SERAP ÖZTOP Received 24 June 1999 and in revised form 28 September 1999 Abstract.. We generalize Banach valued spaces to Banach valu[r] ... See full document

... In this paper we compute the type and cotype for spaces of large class of Banach spaces generated by some positive sublinear operators and Banach function spaces.. This class includes fo[r] ... See full document

... the stochastic integral @Ÿ f £ HX L „ X D by its drift „ V to obtain @Ÿ f £ HX L „ V ...and stochastic integration performed on time t and n independent Brownian motions (what we called a polynomial ... See full document

... In [3] 3ilsdorf proved that henever E is locally barreled, then the families of eakly and strongly bounded subsets of are /E’ ,E-bounded if and only if E is fast complete... IIE,F are id[r] ... See full document