Quadratic optimal functional quantization of stochastic processes and numerical applications [PDF]
, 2006 In this paper, we present an overview of the recent developments of functional quantization of stochastic processes, with an emphasis on the quadratic case.
A Benveniste +39 more
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Some new results on integration for multifunction [PDF]
, 2016 It has been proven in Di Piazza and Musiał (Set Valued Anal 13:167–179, 2005, Vector measures, integration and related topics, Birkhauser Verlag, Basel, vol 201, pp 171–182, 2010) that each Henstock–Kurzweil–Pettis integrable multifunction with weakly ...
D. Candeloro +3 more
semanticscholar +1 more source
Boundary measures, generalized Gauss-Green formulas, and mean value property in metric measure spaces [PDF]
, 2015 We study mean value properties of harmonic functions in metric measure spaces. The metric measure spaces we consider have a doubling measure and support a (1,1)- Poincar\'e inequality.
Marola, Niko +2 more
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The stochastic reflection problem on an infinite dimensional convex set and BV functions in a Gelfand triple [PDF]
, 2012 In this paper, we introduce a definition of BV functions in a Gelfand triple which is an extension of the definition of BV functions in [2] by using Dirichlet form theory.
In A Gelfand Triple +3 more
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Variational measures in the theory of integration [PDF]
, 2010 {Variational measures in the theory of integration} {Luisa Di Piazza} {Palermo , Italy} We will present here some results concerning the variational measures associated to a real valued function, or, in a more general setting, to a vector valued ...
DI PIAZZA, Luisa
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, 2017 We consider the Euler equations of incompressible fluids and attempt to solve the initial value problem with the help of a concave maximization problem.We show that this problem, which shares a similar structure with the optimal transport problemwith ...
Brenier, Yann
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On the properties of random multiplicative measures with the multipliers exponentially distributed
, 2000 Under the formalism of annealed averaging of the partition function, a type of random multifractal measures with their multipliers satisfying exponentially distributed is investigated in detail.
Amitrano +37 more
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Optimal domain of $q$-concave operators and vector measure representation of $q$-concave Banach lattices [PDF]
, 2015 Given a Banach space valued $q$-concave linear operator $T$ defined on a $\sigma$-order continuous quasi-Banach function space, we provide a description of the optimal domain of $T$ preserving $q$-concavity, that is, the largest $\sigma$-order continuous
Delgado, O., Perez, E. A. Sanchez
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Filter convergence and decompositions for vector lattice-valued measures
, 2014 Filter convergence of vector lattice-valued measures is considered, in order to deduce theorems of convergence for their decompositions. First the $\sigma$-additive case is studied, without particular assumptions on the filter; later the finitely ...
Candeloro, Domenico +1 more
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A note on set-valued Henstock--McShane integral in Banach (lattice) space setting [PDF]
, 2015 We study Henstock-type integrals for functions defined in a Radon measure space and taking values in a Banach lattice $X$. Both the single-valued case and the multivalued one are considered (in the last case mainly $cwk(X)$-valued mappings are discussed).
Boccuto, Antonio +2 more
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