Paley – Wiener type theorem for functions with values in Banach spaces

We study the metric and w^* -differentiability of pointwise Lipschitz mappings. First, we prove several theorems about metric and w^* -differentiability of pointwise Lipschitz mappings between \mathbb{R}^n and a Banach space X (which extend results due to Ambrosio, Kirchheim and others), then apply these to functions satisfying the spherical Rado–Reichelderfer condition, and to absolutely continuous functions of several variables with values in a Banach space. We also establish the area formula for pointwise Lipschitz functions, and for (n,\lambda) -absolutely continuous functions with values in Banach spaces. In the second part of this paper, we prove two theorems concerning metric and w^* -differentiability of pointwise Lipschitz mappings f:X\mapsto Y where X,Y are Banach spaces with X being separable (resp. X separable and Y=G^* with G separable).

Using traditional methods it is possible to prove the Ito formula in a Hilbert space and some Banach spaces with special geometrical properties. The class of such Banach spaces is very narrow-they are subclass of reflexive Banach spaces. Using the definition of a generalized stochastic integral, early we proved the Ito formula in an arbitrary Banach space for the case, when as initial Ito process was the Wiener process. For an arbitrary Banach space and an arbitrary Ito process it is impossible to find the sequence of corresponding step functions with the desired convergence. We consider the space of generalized random processes, introduce general Ito process there and prove in it the Ito formula. Afterward, from the main Ito process in a Banach space we receive the generalized Ito process in the space of generalized random processes and we get the Ito formula in this space. Then we check decompasibilility of the members of the received equality and as they turn out Banach space valued, we get the Ito formula in an arbitrary Banach space. We implemented this approach when the stochastic integral in the Ito process was taken from a Banach space valued non-anticipating random process by the one dimensional Wiener process. In this paper we consider the case, when the stochastic integral is taken from an operator- valued non-anticipating random process by the Wiener process with values in a Banach space.

Here we research the univariate multi-composite sigmoid activated quantitative approximation of Banach space valued continuous functions on a compact interval or all the real line by quasi-interpolation Banach space valued multi-composite sigmoid activated neural network operators. We perform also the related Banach space valued multi-composite sigmoid activated fractional approximation. These multi-composite sigmoid acti-vated approximations are derived by establishing Jackson type inequalities involving the modulus of continuity of the engaged function or its Banach space valued high order derivative or fractional derivatives. Our operators are deÖned by using a multi-composite density function induced by a gen- eral multi-composite sigmoid function. The approximations are pointwise and with respect to the uniform norm. The related Banach space valued feed-forward neural networks are with one hidden layer. We Önish with a convergence analysis.

Laplace Transforms and Integrated, Regularized Semigroups in Locally Convex Spaces

We derive moment and tail estimates for Gaussian chaoses of arbitrary order with values in Banach spaces. We formulate a conjecture regarding two-sided estimates and show that it holds in a certain class of Banach spaces including $L_{q}$ spaces. As a corollary we obtain two-sided bounds for moments of chaoses with values in $L_{q}$ spaces based on exponential random variables.

The purpose of this paper is twofold: first, to extend the definition of the stochastic integral for processes with values in Banach spaces; and second, to define the stochastic integral as a genuine integral, with respect to a measure, that is, to provide a general integration theory for vector measures, which, when applied to stochastic processes, yields the stochastic integral along with all its properties. For the reader interested only in scalar stochastic integration, our approach should still be of interest, since it sheds new light on the stochastic integral, enlarges the class of integrable processes and presents new convergence theorems involving the stochastic integral.

In the present paper we consider the transition semigroup Pt related to some stochastic reaction-diAusion equations with the non- linear term f having polynomial growth and satisfying some dis- sipativity conditions. We are proving that it has a regularizing eAect in the Banach space of continuous functions COOU, where O R d is a bounded open set. In L 2 OOU the only result proved is the strong Feller property, for da 1. Here we are able to prove that if f 2 C 1 ORU and d 3, then Ptu2 C 1 b OCOOUU for any u2 BbOCOOUU and t > 0. An important application is to the study of the ergodic properties of the system. These results are also of interest for some problem in sto- chastic control.

On the limiting behavior of the Pickands estimator for bivariate extreme-value distributions

This paper is concerned with a version of the Lebesgue dominated convergence theorem (DCT) which has been stated for the Kurzweil–Stieltjes integral of real functions. Our objective in this work is to analyze the extension of this result to include vector functions with values in Banach spaces. We establish that the mentioned convergence theorem for the Kurzweil–Stieltjes integral can be formulated in weaker versions for reflexive and separable Banach spaces, and spaces having the Schur property, nonetheless it is not verified in the general case.

We formulate standard and multilevel Monte Carlo methods for the kth moment Mεk[ξ] of a Banach space valued random variable ξ:Ω→E, interpreted as an element of the k-fold injective tensor product space ⊗εkE. For the standard Monte Carlo estimator of Mεk[ξ], we prove the k-independent convergence rate 1−1p in the Lq(Ω;⊗εkE)-norm, provided that (i) ξ∈Lkq(Ω;E) and (ii) q∈[p,∞), where p∈[1,2] is the Rademacher type of E. By using the fact that Rademacher averages are dominated by Gaussian sums combined with a version of Slepian's inequality for Gaussian processes due to Fernique, we moreover derive corresponding results for multilevel Monte Carlo methods, including a rigorous error estimate in the Lq(Ω;⊗εkE)-norm and the optimization of the computational cost for a given accuracy. Whenever the type of the Banach space E is p=2, our findings coincide with known results for Hilbert space valued random variables.We illustrate the abstract results by three model problems: second-order elliptic PDEs with random forcing or random coefficient, and stochastic evolution equations. In these cases, the solution processes naturally take values in non-Hilbertian Banach spaces. Further applications, where physical modeling constraints impose a setting in Banach spaces of type p<2, are indicated.

Much has been learned in recent years about the existence, determination, and properties of power-series-like expansions for expressing a nonlinear system's outputs in terms of its inputs. In particular, the existence and local convergence of expansions, and of certain “associated expansions,” for important large classes of systems are now well established. While the focus of attention has been on questions such that the size of the inputs for which convergence is guaranteed is not the main issue, some related material has appeared that bears on the problem of determining the extent of the region of convergence. The result most closely related to this paper is a recent theorem that gives necessary and sufficient conditions under which f <sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">−1</sup> has a generalized power-series expansion when f is an invertible locally-Lipshitz map between certain general subsets of two complex Banach spaces. In applications involving nonlinear models, ordinarily only real spaces of inputs and outputs are of direct interest. A “complexification” involving a certain solvability condition in complex spaces has to be able to be carried out to use the theorem referred to above. This paper reports on pertinent general results concerning invertible maps between subsets of real Banach spaces, with their complex extensions, and with generalized power-series expansions in both real and complex spaces. It focuses on questions concerning expansions for inverses of maps defined in real spaces. The results show that for a very large class of systems that have input/output maps, the ability to complexify is not just a useful sufficient condition for expandability, but is in fact the key condition for an input/output map to be representable by a generalized power-series expansion.

This paper gives strong and weak laws of large numbers for random elements with values in Banach spaces of type $(F,F_1 )$. The known laws of large numbers in Banach spaces of stable and Rademacher type p are special cases of these results. Characterizations of spaces of type $(F,F_1 )$ are given in terms of these laws.

It is shown that in every complex Banach space E with open unit ball D C E there is a closed C-linear subspace Cc such that V C\ D is the orbit of the origin 0 E E under the group Aut(D) of all biholomorphic automorphisms of D. In particular two complex Banach spaces are isometrically equivalent if and only if their open unit balls are biholomorphically equivalent.Suppose E, F are complex Banach spaces and U E E is an open subset.Then a mapping/: U -* Fis called holomorphic if the Frchet derivative of/ at x (denoted by f'(x)) exists for every x G U. (For details compare [6].)In this paper we show that the Banach space E is completely determined by the holomorphic structure of its (open) unit ball; more precisely, Theorem.The complex Banach spaces E and are isometrically isomorphic if and only if there is a biholomorphic mapping from the unit ball of E onto the unit ball of .This answers a question L. A. Harris raised in [3, p. 15].For the proof let be a fixed complex Banach space with unit ball DEE.Let 0 denote the set of all holomorphic vector fields on D i.e. of all expressions X = f(z)d/dz where/: D -* E is a holomorphic mapping and z denotes the coordinate of D. Then D is a complex Lie algebra in the product [/W,^)]=(.'W/(z)-/'(z)g(z)).For every integer v the Lie algebra D contains the linear subspace ^v = l h(z)~~ h: E ^> E is a. homogeneous polynomial of degree v + 1 >.Obviously [$r,$J C SJL^ for every v and \i.Since D is a bounded domain in E, the set g of all complete holomorphic vector fields on D has the following properties (compare [7]):(0) Every h(z)d/dz G g is uniquely determined by h(0) and h'(0) (Cartan's uniqueness theorem).

Let E be a Banach sequence space with the property that if (αi) ∈ E and |βi|≦|αi| for all i then (βi) ∈ E and ‖(βi)‖E≦‖(αi)‖E. For example E could be co, lp or some Orlicz sequence space. If (Xn) is a sequence of real or complex Banach spaces, then E can be used to construct a vector sequence space which we will call the E sum of the Xn's and symbolize by ⊕EXn. Specifically, ⊕EXn = {(xn)|(xn)∈Xn and (‖xn‖)∈E}. The E sum is a Banach space with norm defined by: ‖(xn)‖ = ‖(‖xn‖)‖E. This type of space has long been the source of examples and counter-examples in the geometric theory of Banach spaces. For instance, Day [7] used E=lp and Xk=lqk, with appropriate choice of qk, to give an example of a reflexive Banach space not isomorphic to any uniformly conves Banach space. Recently VanDulst and Devalk [33] have considered Orlicz sums of Banach spaces in their studies of Kadec-Klee property.

The multiplicities of the powers of a bounded linear operator T T , acting on a complex separable infinite-dimensional Banach space X \mathfrak {X} , satisfy the inequalities \[ ( ∗ ∗ ) μ ( T n ) ⩽ μ ( T h n ) ⩽ h μ ( T n ) for all h , n ⩾ 1. ( * * )\qquad \mu ({T^n}) \leqslant \mu ({T^{hn}}) \leqslant h\mu ({T^n})\quad {\text {for}}\;{\text {all}}\;h,n \geqslant 1. \] Nothing else can be said, in general, because simple examples show that for each sequence { μ n } n = 1 ∞ \{ {\mu _n}\} _{n = 1}^\infty , satisfying the inequalities ( ∗ ∗ ) ( * * ) , there exists T T acting on X \mathfrak {X} such that μ ( T n ) = μ n \mu ({T^n}) = {\mu _n} for all n ⩾ 1 n \geqslant 1 .