On the convergence of random polynomials and multilinear forms

We consider different kinds of convergence of homogeneous polynomials and multilinear forms in random variables. We show that for a variety of complex random variables, the almost sure convergence of the polynomial is equivalent to that of the multilinear form, and to the square summability of the coefficients. Also, we present polynomial Khintchine inequalities for complex gaussian and Steinhaus variables. All these results have no analogues in the real case. Moreover, we study the Lp-convergence of random polynomials and derive certain decoupling inequalities without the usual tetrahedral hypothesis. We also consider convergence on “full subspaces” in the sense of Sjögren, both for real and complex random variables, and relate it to domination properties of the polynomial or the multilinear form, establishing a link with the theory of homogeneous polynomials on Banach spaces.     

Correlation Inequalities and Applications to Vector-Valued Gaussian Random Variables and Fractional Brownian Motion

In this paper we extend certain correlation inequalities for vector-valued Gaussian random variables due to Kolmogorov and Rozanov. The inequalities are applied to sequences of Gaussian random variables and Gaussian processes. For sequences of Gaussian random variables satisfying a correlation assumption, we prove a Borel-Cantelli lemma, maximal inequalities and several laws of large numbers. This extends results of Be?ka and Ciesielski and of Hytönen and the author. In the second part of the paper we consider a certain class of vector-valued Gaussian processes which are α-Hölder continuous in p-th moment. For these processes we obtain Besov regularity of the paths of order α. We also obtain estimates for the moments in the Besov norm. In particular, the results are applied to vector-valued fractional Brownian motions. These results extend earlier work of Ciesielski, Kerkyacharian and Roynette and of Hytönen and the author.     

Operator-valued martingale transforms in rearrangement invariant spaces and applications

In this paper the operator-valued martingale transform inequalities in rearrangement invariant function spaces are proved. Some well-known results are generalized and unified. Applications are given to classical operators such as the maximal operator and the p-variation operator of vector-valued martingales, then we can very easily obtain some new vector-valued martingale inequalities in rearrangement invariant function spaces. These inequalities are closely related to both the geometrical properties of the underlying Banach spaces and the Boyd indices of the rearrangement invariant function spaces. Finally we give an equivalent characterization of UMD Banach lattices, and also prove the Fefferman-Stein theorem in the rearrangement invariant function spaces setting.     

Brownian and fractional Brownian stochastic currents via Malliavin calculus

By using Malliavin calculus and multiple Wiener-Itô integrals, we study the existence and the regularity of stochastic currents defined as Skorohod (divergence) integrals with respect to the Brownian motion and to the fractional Brownian motion. We consider also the multidimensional multiparameter case and we compare the regularity of the current as a distribution in negative Sobolev spaces with its regularity in the Watanabe spaces.     

On vector-valued Banach limits

In this brief communication we propose a vector-valued version of Lorentz’ intrinsic characterization of almost convergence, for which we find a legitimate extension of the concept of Banach limit to vector-valued sequences. Banach spaces 1-complemented in their biduals admit vector-valued Banach limits, whereas c ₀ does not.     

Some Inequalities in Classical Spaces with Mixed Norms

We consider some inequalities in such classical Banach Function Spaces as Lorentz, Marcinkiewicz, and Orlicz spaces. Our aim is to explore connections between the norm of a function of two variables on the product space and the mixed norm of the same function, where mixed norm is calculated in function spaces on coordinate spaces, first in one variable, then in the other. This issue is motivated by various problems of functional analysis and theory of functions. We will currently mention just geometry of spaces of vector-valued functions and embedding theorems for Sobolev and Besov spaces generated by metrics which differ from L ^p. Our main results are actually counterexamples for Lorentz spaces versus the natural intuition that arises from the easier case of Orlicz spaces (Section 2). In the Appendix we give a proof for the Kolmogorov–Nagumo theorem on change of order of mixed norm calculation in its most general form. This result shows that L ^p is the only space where it is possible to change this order.     

Probabilistic solution of the American options

The existence and uniqueness of probabilistic solutions of variational inequalities for the general American options are proved under the hypothesis of hypoellipticity of the infinitesimal generator of the underlying diffusion process which represents the risky assets of the stock market with which the option is created. The main tool is an extension of the Itô formula which is valid for the tempered distributions on Rd and for nondegenerate Itô processes in the sense of the Malliavin calculus.     

Invariant subspaces of finite codimension in Banach spaces of analytic functions

We give a characterization of invariant subspaces of finite codimension in Banach spaces of vector-valued analytic functions in several variables, where invariant refers to invariance under multiplication by any polynomial. We obtain very weak conditions under which our characterization applies, that unifies and improves a number of previous results. In the vector-valued case, the results are new even for one complex variable. As a concrete application in several variables, we consider the Bergman space on a strictly pseudo-convex domain, and we improve previous results (assuming C^∞-boundary) to the case of C²-boundary.     

Vector-Valued John–Nirenberg Inequalities and Vector-Valued Mean Oscillations Characterization of BMO

We establish a vector-valued John–Nirenberg inequality for oscillations measured in a Banach function space (B.f.s.) norm. This inequality generalizes several existing results on John–Nirenberg inequalities on function spaces such as rearrangement-invariant B.f.s. and Lebesgue spaces with variable exponents. Moreover, this inequality also offers a new characterization of BMO in terms of the weighted vector-valued mean oscillation.     

Vector-valued Littlewood-Paley-Stein theory for semigroups

We develop a generalized Littlewood-Paley theory for semigroups acting on L^p-spaces of functions with values in uniformly convex or smooth Banach spaces. We characterize, in the vector-valued setting, the validity of the one-sided inequalities concerning the generalized Littlewood-Paley-Stein g-function associated with a subordinated Poisson symmetric diffusion semigroup by the martingale cotype and type properties of the underlying Banach space. We show that in the case of the usual Poisson semigroup and the Poisson semigroup subordinated to the Ornstein-Uhlenbeck semigroup on Rⁿ, this general theory becomes more satisfactory (and easier to be handled) in virtue of the theory of vector-valued Calderón-Zygmund singular integral operators.     

Embeddings of Lorentz spaces of vector-valued martingales

We obtain new embedding theorems for Lorentz spaces of vector-valued martingales, thus generalizing the classical martingale inequalities. In contrast to earlier methods, we use martingale transformations defined by sequences of operators and identify the operator S ^(p)(f) for a martingale f ranging in a Banach space X with the maximal operator for some ℓ ^p (X)-valued martingale transform. The obtained inequalities are closely related to geometric properties of the Banach space in question.     

Tools for Malliavin Calculus in UMD Banach Spaces

In this paper we study the Malliavin derivatives and Skorohod integrals for processes taking values in an infinite dimensional space. Such results are motivated by their applications to SPDEs and in particular financial mathematics. Vector-valued Malliavin theory in Banach space E is naturally restricted to spaces E which have the so-called umd property, which arises in harmonic analysis and stochastic integration theory. We provide several new results and tools for the Malliavin derivatives and Skorohod integrals in an infinite dimensional setting. In particular, we prove weak characterizations, a chain rule for Lipschitz functions, a sufficient condition for pathwise continuity and an Itô formula for non-adapted processes.     

Generalized iterative process and associated regularization for J-Pseudomonotone mixed variational inequalities

A generalized iterative process for solving mixed variational inequalities with J-Pseudomonotone operators in uniformly smooth Banach spaces is proposed and its weak convergence is established. An application to the stationary filtration problem is given. For such variational inequalities, a generalized iterative regularization method is constructed and its weak convergence under the assumption that the iterative parameter may vary from step to step is analyzed. Our results extend and generalize the corresponding theorems of [A.M. Saddeek, S.A. Ahmed, Convergence analysis of iterative methods for some variational inequalities with J-Pseudomonotone operators in uniformly smooth Banach spaces, Appl. Sci. Comput., accepted for publication, A.M. Saddeek, S.A. Ahmed, On the convergence of some iteration processes for J-Pseudomonotone mixed variational inequalities in uniformly smooth Banach spaces, Math. Comput. Modell., 46(3-4) (2007) 557-572].     

On Hanner type inequalities with a weight for Banach spaces

We shall present several Hanner type inequalities with a weight constant and characterize 2-uniformly smooth and 2-uniformly convex Banach spaces with these inequalities. p-Uniformly smooth and q-uniformly convex Banach spaces will be also characterized with another Hanner type inequalities with a weight in the other side term. The best value of the weight in these inequalities will be determined for Lp spaces. Also we shall present a duality theorem between these inequalities in a generalized form.     

On strong solutions of a Robin problem modelling heat conduction in materials with corroded boundary

Motivated by a practical problem on a corrosion process, we shall study a third kind of BVP for a large class of elliptic equations in vector-valued L_p spaces. Particularly we will determine optimal spaces for boundary data and get maximal regularity for inhomogeneous equations. Then based on these results we shall treat some nonlinear problems. Our approach will be based on the semigroup theory, the interpolation theory of Banach spaces, fractional powers of positive operators, operator-valued Fourier multiplier theorems and the Banach fixed point theorem.     

Randomized UMD Banach spaces and decoupling inequalities for stochastic integrals

In this paper we prove the equivalence of decoupling inequalities for stochastic integrals and one-sided randomized versions of the UMD property of a Banach space as introduced by Garling.

     

Rosenthal inequalities in noncommutative symmetric spaces

We give a direct proof of the ‘upper’ Khintchine inequality for a noncommutative symmetric (quasi-)Banach function space with nontrivial upper Boyd index. This settles an open question of C. Le Merdy and the fourth named author (Le Merdy and Sukochev, 2008 [24]). We apply this result to derive a version of Rosenthal?s theorem for sums of independent random variables in a noncommutative symmetric space. As a result we obtain a new proof of Rosenthal?s theorem for (Haagerup) Lp-spaces.     

Exceptional family of elements and solvability of variational inequalities for mappings defined only on closed convex cones in Banach spaces

In this paper, we generalize the concept of exceptional family of elements for a completely continuous field from Hilbert spaces to Banach spaces and we study the solvability of the variational inequalities with respect to a mapping f that is from a closed convex cone of a Banach space B to the dual space B^∗ by applying the generalized projection operator πK and by using the Leray-Schauder type alternative.     

Complete convergence in mean for double arrays of random variables with values in Banach spaces

The rate of moment convergence of sample sums was investigated by Chow (1988) (in case of real-valued random variables). In 2006, Rosalsky et al. introduced and investigated this concept for case random variable with Banach-valued (called complete convergence in mean of order p). In this paper, we give some new results of complete convergence in mean of order p and its applications to strong laws of large numbers for double arrays of random variables taking values in Banach spaces.     

On the convergence to the multiple Wiener-Itô integral

We study the convergence to the multiple Wiener-Itô integral from processes with absolutely continuous paths. More precisely, consider a family of processes, with paths in the Cameron-Martin space, that converges weakly to a standard Brownian motion in C₀([0,T]). Using these processes, we construct a family that converges weakly, in the sense of the finite dimensional distributions, to the multiple Wiener-Itô integral process of a function f∈L²(n[0,T]). We prove also the weak convergence in the space C₀([0,T]) to the second-order integral for two important families of processes that converge to a standard Brownian motion.