Search results for "Integrable function"

showing 5 items of 25 documents

On $p$-Dunford integrable functions with values in Banach spaces

2018

[EN] Let (Omega, Sigma, mu) be a complete probability space, X a Banach space and 1 X. Special attention is paid to the compactness of the Dunford operator of f. We also study the p-Bochner integrability of the composition u o f: Omega->Y , where u is a p-summing operator from X to another Banach space Y . Finally, we also provide some tests of p-Dunford integrability by using w*-thick subsets of X¿.

Pure mathematicsMathematics::Functional AnalysisIntegrable systemApplied MathematicsOperator (physics)010102 general mathematicsP-Summing operatorw*-Thick setBanach space28B05 46G10Composition (combinatorics)01 natural sciencesP-Pettis integrable functionFunctional Analysis (math.FA)Mathematics - Functional Analysis010101 applied mathematicsDunford operatorCompact spaceProbability spaceP-Dunford integrable functionFOS: Mathematics0101 mathematicsMATEMATICA APLICADAAnalysisMathematics
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On some parameters related to weak noncompactness in L1(μ,E)

2009

A weak measure of noncompactness γU is defined in a Banach space in terms of convex compactness. We obtain relationships between the measure γU(A) of a bounded set A in the Bochner space L1(μ,E) and two parameters Π(A) and Λ1(A).

Settore MAT/05 - Analisi MatematicaBochner integrable function weak compactness w-tightness measure of weak noncompactness.
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APPROXIMATION OF BANACH SPACE VALUED NON-ABSOLUTELY INTEGRABLE FUNCTIONS BY STEP FUNCTIONS

2008

AbstractThe approximation of Banach space valued non-absolutely integrable functions by step functions is studied. It is proved that a Henstock integrable function can be approximated by a sequence of step functions in the Alexiewicz norm, while a Henstock–Kurzweil–Pettis and a Denjoy–Khintchine–Pettis integrable function can be only scalarly approximated in the Alexiewicz norm by a sequence of step functions. In case of Henstock–Kurzweil–Pettis and Denjoy–Khintchine–Pettis integrals the full approximation can be done if and only if the range of the integral is norm relatively compact.

Sobolev spacePure mathematicsRelatively compact subspaceIntegrable systemGeneral MathematicsNorm (mathematics)Step functionMathematical analysisBounded variationBanach spaceLocally integrable functionMathematicsGlasgow Mathematical Journal
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Product and moment formulas for iterated stochastic integrals (associated with Lévy processes)

2019

In this paper, we obtain explicit product and moment formulas for products of iterated integrals generated by families of square integrable martingales associated with an arbitrary Levy process. We...

Statistics and ProbabilityMoment (mathematics)Pure mathematicsMathematics::ProbabilitySquare-integrable functionIterated integralsIterated functionModeling and SimulationProduct (mathematics)Lévy processMathematicsStochastics
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A note on Malliavin smoothness on the Lévy space

2017

We consider Malliavin calculus based on the Itô chaos decomposition of square integrable random variables on the Lévy space. We show that when a random variable satisfies a certain measurability condition, its differentiability and fractional differentiability can be determined by weighted Lebesgue spaces. The measurability condition is satisfied for all random variables if the underlying Lévy process is a compound Poisson process on a finite time interval. peerReviewed

Statistics and ProbabilitySmoothness (probability theory)matematiikkaLévy processMalliavin calculus010102 general mathematicsMalliavin calculus01 natural sciencesLévy processinterpolation010104 statistics & probability60H07Mathematics::ProbabilitySquare-integrable functionCompound Poisson processApplied mathematicsinterpolointiDifferentiable functiontila0101 mathematicsStatistics Probability and UncertaintyLp spaceRandom variable60G51MathematicsElectronic Communications in Probability
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