in this paper, we study the existence of generalized solutions for the infinite dimensional nonlinear stochastic differential inclusions $dx(t) in f(t,x(t))dt +g(t,x(t))dw_t$ in which the multifunction $f$ is semimonotone and hemicontinuous and the operator-valued multifunction $g$ satisfies a lipschitz condition. we define the it^{o} stochastic integral of operator set-valued stochastic pr...

this paper is concerned with the best proximity pair problem in hilbert spaces. given two subsets $a$ and $b$ of a hilbert space $h$ and the set-valued maps $f:a o 2^ b$ and $g:a_0 o 2^{a_0}$, where $a_0={xin a: |x-y|=d(a,b)~~~mbox{for some}~~~ yin b}$, best proximity pair theorems provide sufficient conditions that ensure the existence of an $x_0in a$ such that $$d(g(x_0),f(x_0))=d(a,b).$$

New special types of stationary conservative impedance and scattering systems, the so-called non-canonical systems, involving triplets of Hilbert spaces and projection operators, are considered. It is established that every matrix-valued Herglotz-Nevanlinna function of the form

A rigorous derivation is provided for canonical correlations and partial canonical correlations for certain Hilbert space indexed stochastic processes. The formulation relies on a key congruence mapping between the space spanned by a second order, H-valued, process and a particular Hilbert function space deriving from the process’ covariance operator. The main results are obtained via an applic...

We consider an optimal stopping problem for a Hilbert-space valued di usion. We prove that the value function of the problem is the unique viscosity solution of an obstacle problem for the associated parabolic partial di erential equation in the Hilbert space. The results are applied to investigate the pricing of American interest rate options in the lognormal Heath-Jarrow-Morton model of yield...

In this paper, we study the existence of generalized solutions for the infinite dimensional nonlinear stochastic differential inclusions $dx(t) in F(t,x(t))dt +G(t,x(t))dW_t$ in which the multifunction $F$ is semimonotone and hemicontinuous and the operator-valued multifunction $G$ satisfies a Lipschitz condition. We define the It^{o} stochastic integral of operator set-valued stochastic pr...

We show the existence result of viable solutions to the differential inclusion ẋ(t) ∈ G(x(t)) + F (t, x(t)) x(t) ∈ S on [0, T ], where F : [0, T ] × H → H (T > 0) is a continuous set-valued mapping, G : H → H is a Hausdorff upper semi-continuous set-valued mapping such that G(x) ⊂ ∂g(x), where g : H → R is a regular and locally Lipschitz function and S is a ball, compact subset in a separable H...

A Banach spaceX with the property that every absolutely continuousX−valued function is almost everywhere differentiable is said to be a Radon-Nikodym space [7, pp. 217–219] or [2, 13] (see also [3]). For example, every reflexive Banach space (in particular, every Hilbert space) is a Radon-Nikodym space, but the space L∞ [0, 1] of all K−valued, essentially bounded functions defined on the interv...

We consider the problem of learning a vector-valued function f in an online learning setting. The function f is assumed to lie in a reproducing Hilbert space of operator-valued kernels. We describe two online algorithms for learning f while taking into account the output structure. A first contribution is an algorithm, ONORMA, that extends the standard kernel-based online learning algorithm NOR...