We develop a theory of Malliavin calculus for Banach space valued random variables. Using radonifying operators instead of symmetric tensor products we extend the Wiener-Itô isometry to Banach spaces. In the white noise case we obtain two sided L-estimates for multiple stochastic integrals in arbitrary Banach spaces. It is shown that the Malliavin derivative is bounded on vector-valued Wiener-I...

We prove new upper and lower bounds for Banach space-valued stochastic integrals with respect to a compensated Poisson random measure. Our estimates apply to Banach spaces with non-trivial martingale (co)type and extend various results in the literature. We also develop a Malliavin framework to interpret Poisson stochastic integrals as vector-valued Skorohod integrals, and prove a Clark-Ocone r...

Let $(X,d)$ be an infinite compact metric space, let $(B,parallel . parallel)$ be a unital Banach space, and take $alpha in (0,1).$ In this work, at first we define the big and little $alpha$-Lipschitz vector-valued (B-valued) operator algebras, and consider the little $alpha$-lipschitz $B$-valued operator algebra, $lip_{alpha}(X,B)$. Then we characterize its second dual space.

‎ Let $(X,d)$ be a metric space and $Jsubseteq (0,infty)$ be a nonempty set. We study the structure of the arbitrary intersection of vector-valued Lipschitz algebras, and define a special Banach subalgebra of $cap{Lip_gamma (X,E):gammain J}$, where $E$ is a Banach algebra, denoted by $ILip_J (X,E)$. Mainly, we investigate $C-$character amenability of $ILip_J (X,E)$.

Motivated by multi-task machine learning with Banach spaces, we propose the notion of vector-valued reproducing kernel Banach spaces (RKBSs). Basic properties of the spaces and the associated reproducing kernels are investigated. We also present feature map constructions and several concrete examples of vector-valued RKBSs. The theory is then applied to multi-task machine learning. Especially, ...

In this paper we give a simple proof of inequalities of integrals of functions which are the composition of nonnegative continous convex functions on a vector space R and vector-valued functions in a weakly compact subset of a Banach vector space generated by m Lμ-spaces for 1 ≤ p < +∞. Also, the same inequalities hold if these vector-valued functions are in a weakly* compact subset of a Banach...

The purpose of this article is to develop the notions of amenabilityfor vector valued group algebras. We prove that L1(G, A) is approximatelyweakly amenable where A is a unital separable Banach algebra. We givenecessary and sufficient conditions for the existence of a left invariant meanon L∞(G, A∗), LUC(G, A∗), WAP(G, A∗) and C0(G, A∗).