Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces

We prove the Ito formula (1.3) for Banach valued functions acting on stochastic processes with jumps, the martingale part given by stochastic integrals of time dependent Banach valued random functions w.r.t. compensated Poisson random measures. Such stochastic integrals have been discussed by Mandrekar and Rüdiger, Stochastics and Stochastic Reports 78(4), 189–212 (2006) and Rüdiger (2004), Stochastics and Stochastic Reports, 76, pp. 213–242.     

B值渐近鞅的局部收敛性

Ｂ值渐近鞅是Ｂ值鞅的重要推广,它保持了鞅的一些是一性质,然后对Ｂ值渐近鞅的局部收敛性很少有文献论及。本文利用Ｂ值渐近鞅的Ｄｏｏｂ分解,对Ｂ值渐近鞅的局部收敛性作些探讨,得到了Ｂ值渐近鞅局部收敛性的几个结果,它们是鞅的有关结论的推广与改进。     

Banach空间值弱Garsia型鞅空间及其原子分解

定义了Banach空间值弱Garsia型鞅空间和三种类型原子,证明了Banach空间值弱Garsia型鞅空间上的四个原子分解定理,并利用这些定理,得到Banach空间值弱Garsia型鞅空间的互相嵌入关系,其结果与Banach空间的凸性和光滑性有密切关系.     

Stochastic integration for operator valued processes on hilbert spaces and on nuclear spaces

The representation of a nuclear space valued square integrable martingale by means of another nuclear space valued square integrable martingale is given in terms of stochastic inegrals of operator valued processes. The construction of the stochastic integral goes through that of operator valued processes on Hilbert spaces. A new approach is given for the Hilbertian case, so that only the integration of Hilbert-Schmidt operator valued processes is needed to represent square integrable martingales     

On almost sure convergence of amarts and martingales without the Radon-Nikodym property

It is shown here that for any Banach spaceE-valued amart (X _n) of classB, almost sure convergence off(X_n) tof(X) for eachf in a total subset ofE ^* implies scalar convergence toX.     

Embedding and Maximal Regular Differential Operators in Sobolev-Lions Spaces

This study focuses on vector-valued anisotropic Sobolev-Lions spaces associated with Banach spaces E0, E. Several conditions are found that ensure the continuity and compactness of embedding operators that are optimal regular in these spaces in terms of interpolations of spaces E0 and E. In particular, the most regular class of interpolation spaces Eα between E0, E depending on α and the order of space are found and the boundedness of differential operators D^α from this space to Eα-valued Lp,γ spaces is proved. These results are applied to partial differential-operator equations with parameters to obtain conditions that guarantee the maximal Lp,γ regularity and R-positivity uniformly with respect to these parameters.     

Type,cotype and twisted sums induced by complex interpolation

This paper deals with extensions or twisted sums of Banach spaces that come induced by complex interpolation and the relation between the type and cotype of the spaces in the interpolation scale and the nontriviality and singularity of the induced extension. The results are presented in the context of interpolation of families of Banach spaces, and are applied to the study of submodules of Schatten classes. We also obtain nontrivial extensions of spaces without the CAP which also fail the CAP.     

B-值鞅Hardy空间与BMO空间的实内插

研究了B值鞅Hardy空间与BMO空间的实内插，并利用所得结果，讨论了鞅Hardy空间的内插空间的共轭问题。     

Contraction Principles for Vector Valued Martingales with Respect to Random Variables Having Exponential Tail with Exponent 2<α<∞

We prove a contraction principle for vector valued martingales with respect to random variables having exponential tail behaviour with exponent 2<<.     

B-值函数Riemann-Stieltjes积分

引入数值函数关于B-值函数的R-S积分,研究了此类积分的性质及向量值R-S积分存在的几个充分条件,并给出了积分的收敛定理.     

Banach spaces without minimal subspaces

We prove three new dichotomies for Banach spaces à la W.T. Gowers' dichotomies. The three dichotomies characterise respectively the spaces having no minimal subspaces, having no subsequentially minimal basic sequences, and having no subspaces crudely finitely representable in all of their subspaces. We subsequently use these results to make progress on Gowers' program of classifying Banach spaces by finding characteristic spaces present in every space. Also, the results are used to embed any partial order of size ℵ₁ into the subspaces of any space without a minimal subspace ordered by isomorphic embeddability.     

向量值Nevanlinna理论初探

本文主要讨论定义在复平面取值为无穷维希尔伯特空间上的向量值亚纯函数的Ｎｅｖａｎｌｉｎｎａ理论．给出了推广的Ｐｏｉｓｓｏｎ－Ｊｅｎｓｅｎ－Ｎｅｖａｎｌｉｎｎａ公式以及推广的第一基本定理的证明，并对向量值特征函数的性质予以讨论     

Factorizing operators on Banach function spaces through spaces of multiplication operators

In order to extend the theory of optimal domains for continuous operators on a Banach function space X(μ) over a finite measure μ, we consider operators T satisfying other type of inequalities than the one given by the continuity which occur in several well-known factorization theorems (for instance, Pisier Factorization Theorem through Lorentz spaces, pth-power factorable operators …). We prove that such a T factorizes through a space of multiplication operators which can be understood in a certain sense as the optimal domain for T. Our extended optimal domain technique does not need necessarily the equivalence between μ and the measure defined by the operator T and, by using δ-rings, μ is allowed to be infinite. Classical and new examples and applications of our results are also given, including some new results on the Hardy operator and a factorization theorem through Hilbert spaces.     

A note on convex renorming and fragmentability

Using the game approach to fragmentability, we give new and simpler proofs of the following known results: (a) If the Banach space admits an equivalent Kadec norm, then its weak topology is fragmented by a metric which is stronger than the norm topology. (b) If the Banach space admits an equivalent rotund norm, then its weak topology is fragmented by a metric. (c) If the Banach space is weakly locally uniformly rotund, then its weak topology is fragmented by a metric which is stronger than the norm topology.     

Continuous local martingales and stochastic integration in UMD Banach spaces

Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD Banach space valued processes. Here the authors use a (cylindrical) Brownian motion as an integrator. In this note we show how one can extend these results to the case where the integrator is an arbitrary real-valued continuous local martingale. We give several characterizations of integrability and prove a version of the Itô isometry, the Burkholder–Davis–Gundy inequality, the Itô formula and the martingale representation theorem.     

Lagrange Interpolation on Arbitrarily Distributed Data in Banach Spaces

The Lagrange interpolation problem in Banach spaces is approached by cardinal basis interpolation. Some error estimates are given and the results of several numerical tests are reported in order to show the approximation performances of the proposed interpolants. A comparison between some examples of interpolants is presented in the noteworthy case of Hilbert spaces, with some considerations about the possible localization of the formulas. Finally, some remarks about the cardinal basis interpolation framework are made from the application point of view.