On the Itô formula in a Banach space.

Mamporia, B.

Displaying similar documents to “On the Itô formula in a Banach space.”

Strong and weak solutions to stochastic inclusions

Michał Kisielewicz (1995)

Banach Center Publications

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Existence of strong and weak solutions to stochastic inclusions $x_{t} - x_{s} \in \int_{s}^{t} F_{τ} (x_{τ}) d τ + \int_{s}^{t} G_{τ} (x_{τ}) d w_{τ} + \int_{s}^{t} \int_{ℝ^{n}} H_{τ, z} (x_{τ}) q (d τ, d z)$ and $x_{t} - x_{s} \in \int_{s}^{t} F_{τ} (x_{τ}) d τ + \int_{s}^{t} G_{τ} (x_{τ}) d w_{τ} + \int_{s}^{t} \int_{| z | \leq 1} H_{τ, z} (x_{τ}) q (d τ, d z) + \int_{s}^{t} \int_{| z | > 1} H_{τ, z} (x_{τ}) p (d τ, d z)$ , where p and q are certain random measures, is considered.

On the tail estimation of the norm of Rademacher sums.

Chobanyan, S., Salehi, H. (2001)

Georgian Mathematical Journal

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Optimal control of delay-differential inclusions with multivalued initial conditions in infinite dimensions

Boris Mordukhovich, Dong Wang, Lianwen Wang (2008)

Control and Cybernetics

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A remark concerning random walks with random potentials

Yakov Sinai (1995)

Fundamenta Mathematicae

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We consider random walks where each path is equipped with a random weight which is stationary and independent in space and time. We show that under some assumptions the arising probability distributions are in a sense uniformly absolutely continuous with respect to the usual probability distribution for symmetric random walks.

Asimptoticheskie Odnorodnye Obobshchennye Finkcii

Yu. N. Drozhzhinov, B. Zavyalov (2006)

Publications de l'Institut Mathématique

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Summation of singular series corresponding to the representation of integers by some quadratic forms in fourteen variables.

Lomadze, G. (2000)

Georgian Mathematical Journal

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Fixed points and variational principle in uniform spaces.

Aamri, Mohamed, Bennani, S., El Moutawakil, Driss (2006)

Sibirskie Ehlektronnye Matematicheskie Izvestiya [electronic only]

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Algorithm for finding a biquadratic cyclotomic extension field of $ℚ$ .

Pérez, A., Amílcar J. (2006)

Divulgaciones Matemáticas

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Basic boundary value problems for one ultraparabolic equation.

Tersenov, S.A. (2001)

Sibirskij Matematicheskij Zhurnal

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Exact $K$ -monotonicity of one class of Banach pairs.

Astashkin, S.V. (2002)

Sibirskij Matematicheskij Zhurnal

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The Doob inequality and strong law of large numbers for multidimensional arrays in general Banach spaces

Nguyen Van Huan, Nguyen Van Quang (2012)

Kybernetika

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We establish the Doob inequality for martingale difference arrays and provide a sufficient condition so that the strong law of large numbers would hold for an arbitrary array of random elements without imposing any geometric condition on the Banach space. Some corollaries are derived from the main results, they are more general than some well-known ones.