The divergence of Banach space valued random variables on Wiener space
نویسندگان
چکیده
منابع مشابه
Higher Moments of Banach Space Valued Random Variables
We define the k:th moment of a Banach space valued random variable as the expectation of its k:th tensor power; thus the moment (if it exists) is an element of a tensor power of the original Banach space. We study both the projective and injective tensor products, and their relation. Moreover, in order to be general and flexible, we study three different types of expectations: Bochner integrals...
متن کاملCentral Limit Theorem for Banach Space Valued Fuzzy Random Variables
In this paper we prove a central limit theorem for Borel measurable nonseparably valued random elements in the case of Banach space valued fuzzy random variables.
متن کاملOn the character space of Banach vector-valued function algebras
Given a compact space $X$ and a commutative Banach algebra $A$, the character spaces of $A$-valued function algebras on $X$ are investigated. The class of natural $A$-valued function algebras, those whose characters can be described by means of characters of $A$ and point evaluation homomorphisms, is introduced and studied. For an admissible Banach $A$-valued function algebra...
متن کاملAsymptotic Expansions for the Laplace Approximations of Sums of Banach Space-valued Random Variables
Let Xi, i ∈ N, be i.i.d. B-valued random variables, where B is a real separable Banach space. Let Φ be a smooth enough mapping from B intoR. An asymptotic evaluation of Zn = E(exp(nΦ( ∑n i=1 Xi/n))), up to a factor (1 + o(1)), has been gotten in Bolthausen [Probab. Theory Related Fields 72 (1986) 305–318] and Kusuoka and Liang [Probab. Theory Related Fields 116 (2000) 221–238]. In this paper, a...
متن کاملThe Clark–ocone Formula for Vector Valued Random Variables in Abstract Wiener Space
Erratum to " The Clark-Ocone formula for vector valued random variables in abstract Wiener space " , Jour. In this paper we considered the extension of the Clark-Ocone formula for a random variable defined on an abstract Wiener space (W, H, µ) and taking values in a Banach space (denoted there either B or Y). The main result appears in Theorem 3.4. Unfortunately, as first pointed out to us by J...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Probability Theory and Related Fields
سال: 2007
ISSN: 0178-8051,1432-2064
DOI: 10.1007/s00440-007-0111-0