On the Itô-wentzell Formula for Distribution-valued Processes and Related Topics

Generalized covariation for Banach space valued processes, Itô formula and applications

This paper discusses a new notion of quadratic variation and covariation for Banach space valued processes (not necessarily semimartingales) and related Itô formula. If X and Y take respectively values in Banach spaces B1 and B2 and χ is a suitable subspace of the dual of the projective tensor product of B1 and B2 (denoted by (B1⊗̂πB2) ), we define the so-called χ-covariation of X and Y. If X = ...

Multidimensional Wick-itô Formula for Gaussian Processes

An anticipating Itô formula for Lévy processes

In this paper, we use the Malliavin calculus techniques to obtain an anticipative version of the change of variable formula for Lévy processes. Here the coefficients are in the domain of the anihilation (gradient) operator in the “future sense”, which includes the family of all adapted and square-integrable processes. This domain was introduced on the Wiener space by Alòs and Nualart [3]. There...

Bilateral composition operators on vector-valued Hardy spaces

Let $T$ be a bounded operator on the Banach space $X$ and $ph$ be an analytic self-map of the unit disk $Bbb{D}$‎. ‎We investigate some operator theoretic properties of‎ ‎bilateral composition operator $C_{ph‎, ‎T}‎: ‎f ri T circ f circ ph$ on the vector-valued Hardy space $H^p(X)$ for $1 leq p leq‎ ‎+infty$.‎ ‎Compactness and weak compactness of $C_{ph‎, ‎T}$ on $H^p(X)$‎ ‎are characterized an...

The Itô Integral with Respect to an Infinite Dimensional Lévy Process: a Series Approach

We present an alternative construction of the infinite dimensional Itô integral with respect to a Hilbert space valued Lévy process. This approach is based on the well-known theory of real-valued stochastic integration, and the respective Itô integral is given by a series of Itô integrals with respect to standard Lévy processes. We also prove that this stochastic integral coincides with the Itô...