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.     

Stochastic quasilinear evolution equations in UMD Banach spaces

In this work we prove the existence and uniqueness up to a stopping time for the stochastic counterpart of Tosio Kato's quasilinear evolutions in UMD Banach spaces. These class of evolutions are known to cover a large class of physically important nonlinear partial differential equations. Existence of a unique maximal solution as well as an estimate on the probability of positivity of stopping time is obtained. An example of stochastic Euler and Navier–Stokes equation is also given as an application of abstract theory to concrete models.     

Malliavin calculus and decoupling inequalities in Banach spaces

We develop a theory of Malliavin calculus for Banach space-valued random variables. Using radonifying operators instead of symmetric tensor products we extend the Wiener-Itô isometry to Banach spaces. In the white noise case we obtain two sided Lp-estimates for multiple stochastic integrals in arbitrary Banach spaces. It is shown that the Malliavin derivative is bounded on vector-valued Wiener-Itô chaoses. Our main tools are decoupling inequalities for vector-valued random variables. In the opposite direction we use Meyer's inequalities to give a new proof of a decoupling result for Gaussian chaoses in UMD Banach spaces.     

The complex inversion formula in UMD spaces for families of bounded operators

In this article, we prove that in UMD Banach spaces the complex inversion formula of the Laplace transform is valid, in the strong sense, for wide classes of families of bounded linear operators. Our approach allows us to recover (in a unified way) known results about C ₀-semigroups, cosine functions and resolvent families as well as to prove new results for k-convoluted semigroups and integrated semigroups, among others.     

Discontinuous implicit generalized quasi-variational inequalities in Banach spaces

We consider the following implicit quasi-variational inequality problem: given two topological vector spaces E and F, two nonempty sets X E and C F, two multifunctions Γ : X → 2 ^X and Ф : X → 2 ^C , and a single-valued map ψ : , find a pair such that , Ф and for all . We prove an existence theorem in the setting of Banach spaces where no continuity or monotonicity assumption is required on the multifunction Ф. Our result extends to non-compact and infinite-dimensional setting a previous results of the authors (Theorem 3.2 of Cubbiotti and Yao [15] Math. Methods Oper. Res. 46, 213–228 (1997)). It also extends to the above problem a recent existence result established for the explicit case (C = E ^* and ).     

Ideals of polynomials between Banach spaces revisited

Ideals of polynomials and multilinear operators between Banach spaces have been exhaustively investigated in the last decades. In this paper, we introduce a unified (and more general) approach and propose some lines of investigation in this new framework. Among other results, we prove a Bohnenblust–Hille inequality in this more general setting.     

Some ratio inequalities for iterated stochastic integrals

Let X = (X_t, ?_t) be a continuous local martingale with quadratic variation 〈X〉 and X₀ = 0. Define iterated stochastic integrals I_n(X) = (I_n(t, X), ?_t), n ≥ 0, inductively by $$ I_{n} (t, X) = \int ^{t} _{0} I_{n-1} (s, X)dX_{s} $$ with I₀(t, X) = 1 and I₁(t, X) = X_t. Let (??^x_t(X)) be the local time of a continuous local martingale X at x ∈ ?. Denote ??*t(X) = sup_x∈? ??^x_t(X) and X* = sup_t≥0 |X_t|. In this paper, we shall establish various ratio inequalities for I_n(X). In particular, we show that the inequalities $$ c_{n,p} \, \left\Vert (G ( \langle X \rangle _{\infty} )) ^{n/2} \right\Vert _{p} \; \le \; \left\Vert {\mathop \sup \limits _{t \ge 0}} \; {\left\vert I_{n} (t, X) \right\vert \over {(1+ \langle X \rangle _{t} ) ^{n/2}}} \right\Vert _{p} \; \le C_{n, p} \, \left\Vert (G ( \langle X \rangle _{\infty} )) ^{n/2} \right\Vert _{p} $$ hold for 0 < p < ∞ with some positive constants c_n,p and C_n,p depending only on n and p, where G(t) = log(1+ log(1+ t)). Furthermore, we also show that for some γ ≥ 0 the inequality $$ E \left[ U ^{p}_{n} \exp \left( \gamma {U ^{1/n} _{n} \over {V}} \right) \right] \le C_{n, p, \gamma} E [V ^{n, p}] \quad (0 < p < \infty ) $$ holds with some positive constant C_n,p,γ depending only on n, p and γ, where U_n is one of 〈I_n(X)〉^1/2_∞ and I*_n(X), and V one of the three random variables X*, 〈X〉^1/2_∞ and ??*_∞(X). (© 2003 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Lipschitzian stability of parametric variational inequalities over generalized polyhedra in Banach spaces

This paper concerns the study of solution maps to parameterized variational inequalities over generalized polyhedra in reflexive Banach spaces. It has been recognized that generalized polyhedral sets are significantly different from the usual convex polyhedra in infinite dimensions and play an important role in various applications to optimization, particularly to generalized linear programming. Our main goal is to fully characterize robust Lipschitzian stability of the aforementioned solution maps entirely via their initial data. This is done on the basis of the coderivative criterion in variational analysis via efficient calculations of the coderivative and related objects for the systems under consideration. The case of generalized polyhedra is essentially more involved in comparison with usual convex polyhedral sets and requires developing elaborated techniques and new proofs of variational analysis.     

Weighted variational inequalities in normed spaces

In this article, we consider weighted variational inequalities over a product of sets and a system of weighted variational inequalities in normed spaces. We extend most results established in Ansari, Q.H., Khan, Z. and Siddiqi, A.H., (Weighted variational inequalities, Journal of Optimization Theory and Applications, 127(2005), pp. 263–283), from Euclidean spaces ordered by their respective non-negative orthants to normed spaces ordered by their respective non-trivial closed convex cones with non-empty interiors.     

B值拟终鞅型序列与Banach空间的几何特征

设（Ω，，Ｐ）是概率空间，Ｂ是Ｂａｎａｃｈ空间．本文引入了一类新的鞅型序列──（Ｂ值）拟终鞅型序列，并研究了它们的收敛性与Ｂａｎａｃｈ空间的Ｒａｄｏｎ－Ｎｉｋｏｄｙｍ性，一致光滑性和ＵＭＤ性的依赖关系．     

On a new geometric property for Banach spaces

In this paper we study a geometric property for Banach spaces called condition (*), introduced by de Reynaet al in [3], A Banach space has this property if for any weakly null sequencex _n of unit vectors inX, ifx _* ⁿ is any sequence of unit vectors inX ^* that attain their norm at x_n’s, then . We show that a Banach space satisfies condition (*) for all equivalent norms iff the space has the Schur property. We also study two related geometric conditions, one of which is useful in calculating the essential norm of an operator.     

On the central limit theorem in Banach spaces

It is shown, with the use of a concentration inequality of LeCam, that associated with an infinitely divisible random variable with values in a separable Banach space there is a Lévy-Khintchine formula. A partial converse of this fact is also proved. Relations between the continuity of the compound Poisson and the Gaussian variables associated with a Lévy measure are studied. A central limit theorem is obtained and examples are given.     

Banach spaces in various positions

We formulate a general theory of positions for subspaces of a Banach space: we define equivalent and isomorphic positions, study the automorphy index a(Y,X) that measures how many non-equivalent positions Y admits in X, and obtain estimates of a(Y,X) for X a classical Banach space such as ?p,Lp,L₁,C(ωω) or C[0,1]. Then, we study different aspects of the automorphic space problem posed by Lindenstrauss and Rosenthal; namely, does there exist a separable automorphic space different from c₀ or ?₂? Recall that a Banach space X is said to be automorphic if every subspace Y admits only one position in X; i.e., a(Y,X)=1 for every subspace Y of X. We study the notion of extensible space and uniformly finitely extensible space (UFO), which are relevant since every automorphic space is extensible and every extensible space is UFO. We obtain a dichotomy theorem: Every UFO must be either an L_∞-space or a weak type 2 near-Hilbert space with the Maurey projection property. We show that a Banach space all of whose subspaces are UFO (called hereditarily UFO spaces) must be asymptotically Hilbertian; while a Banach space for which both X and X^∗ are UFO must be weak Hilbert. We then refine the dichotomy theorem for Banach spaces with some additional structure. In particular, we show that an UFO with unconditional basis must be either c₀ or a superreflexive weak type 2 space; that a hereditarily UFO Köthe function space must be Hilbert; and that a rearrangement invariant space UFO must be either L_∞ or a superreflexive type 2 Banach lattice.     

Adjoint for operators in Banach spaces

In this paper we show that a result of Gross and Kuelbs, used to study Gaussian measures on Banach spaces, makes it possible to construct an adjoint for operators on separable Banach spaces. This result is used to extend well-known theorems of von Neumann and Lax. We also partially solve an open problem on the existence of a Markushevich basis with unit norm and prove that all closed densely defined linear operators on a separable Banach space can be approximated by bounded operators. This last result extends a theorem of Kaufman for Hilbert spaces and allows us to define a new metric for closed densely defined linear operators on Banach spaces. As an application, we obtain a generalization of the Yosida approximator for semigroups of operators.

     

Coefficient quantization for frames in Banach spaces

Let (ei) be a fundamental system of a Banach space. We consider the problem of approximating linear combinations of elements of this system by linear combinations using quantized coefficients. We will concentrate on systems which are possibly redundant. Our model for this situation will be frames in Banach spaces.     

A version of Burkholder's theorem for operator-weighted spaces

Let be an operator weight, i.e. a weight function taking values in the bounded linear operators on a Hilbert space . We prove that if the dyadic martingale transforms are uniformly bounded on for each dyadic grid in , then the Hilbert transform is bounded on as well, thus providing an analogue of Burkholder's theorem for operator-weighted -spaces. We also give a short new proof of Burkholder's theorem itself. Our proof is based on the decomposition of the Hilbert transform into ``dyadic shifts'.

     

On Osgood theorem in Banach spaces

Let X be a real Banach space, ω : [0, +∞) → ? be an increasing continuous function such that ω(0) = 0 and ω(t + s) ≤ ω(t) + ω(s) for all t, s ∈ [0, +∞). According to the infinite dimensional analog of the Osgood theorem if ∫¹₀ (ω(t))^?1 dt = ∞, then for any (t₀, x₀) ∈ ?×X and any continuous map f : ?×X → X such that ∥f(t, x) – f(t, y)∥ ≤ ω(∥x – y∥) for all t ∈ ?, x, y ∈ X, the Cauchy problem (t) = f(t, x(t)), x(t₀) = x₀ has a unique solution in a neighborhood of t₀. We prove that if X has a complemented subspace with an unconditional Schauder basis and ∫¹₀ (ω(t))^?1 dt < ∞ then there exists a continuous map f : ? × X → X such that ∥f(t, x) – f(t, y)∥ ≤ ω(∥x – y∥) for all (t, x, y) ∈ ? × X × X and the Cauchy problem (t) = f(t, x(t)), x(t₀) = x₀ has no solutions in any interval of the real line.     

UMD Banach spaces and square functions associated with heat semigroups for Schrödinger,Hermite and Laguerre operators

In this paper we define square functions (also called Littlewood‐Paley‐Stein functions) associated with heat semigroups for Schrödinger and Laguerre operators acting on functions which take values in UMD Banach spaces. We extend classical (scalar) ‐boundedness properties for the square functions to our Banach valued setting by using γ‐radonifying operators. We also prove that these ‐boundedness properties of the square functions actually characterize the Banach spaces having the UMD property.