Convergence theorem of Pettis integrable multivalued pramart

PurposeIn this work, the authors are interested in the notion of vector valued and set valued Pettis integrable pramarts. The notion of pramart is more general than that of martingale. Every martingale is a pramart, but the converse is not generally true.Design/methodology/approachIn this work, the authors present several properties and convergence theorems for Pettis integrable pramarts with convex weakly compact values in a separable Banach space.FindingsThe existence of the conditional expectation of Pettis integrable mutifunctions indexed by bounded stopping times is provided. The authors prove the almost sure convergence in Mosco and linear topologies of Pettis integrable pramarts with values in (cwk(E)) the family of convex weakly compact subsets of a separable Banach space.Originality/valueThe purpose of the present paper is to present new properties and various new convergence results for convex weakly compact valued Pettis integrable pramarts in Banach space.

Linear functional equations and their solutions in generalized Orlicz spaces

Assume that $$\Omega \subset \mathbb {R}^k$$ Ω ⊂ R k is an open set, V is a real separable Banach space and $$f_1,\ldots ,f_N :\Omega \rightarrow \Omega $$ f 1 , … , f N : Ω → Ω , $$g_1,\ldots , g_N:\Omega \rightarrow \mathbb {R}$$ g 1 , … , g N : Ω → R , $$h_0:\Omega \rightarrow V$$ h 0 : Ω → V are given functions. We are interested in the existence and uniqueness of solutions $$\varphi :\Omega \rightarrow V$$ φ : Ω → V of the linear equation $$\varphi =\sum _{k=1}^{N}g_k\cdot (\varphi \circ f_k)+h_0$$ φ = ∑ k = 1 N g k · ( φ ∘ f k ) + h 0 in generalized Orlicz spaces.

Convergence of Weak*-Scalarly Integrable Functions

Let (Ω,F,μ) be a complete probability space, E a separable Banach space and E′ the topological dual vector space of E. We present some compactness results in LE′1E, the Banach space of weak*-scalarly integrable E′-valued functions. As well we extend the classical theorem of Komlós to the bounded sequences in LE′1E.

Decompositions of Weakly Compact Valued Integrable Multifunctions

We give a short overview on the decomposition property for integrable multifunctions, i.e., when an “integrable in a certain sense” multifunction can be represented as a sum of one of its integrable selections and a multifunction integrable in a narrower sense. The decomposition theorems are important tools of the theory of multivalued integration since they allow us to see an integrable multifunction as a translation of a multifunction with better properties. Consequently, they provide better characterization of integrable multifunctions under consideration. There is a large literature on it starting from the seminal paper of the authors in 2006, where the property was proved for Henstock integrable multifunctions taking compact convex values in a separable Banach space X. In this paper, we summarize the earlier results, we prove further results and present tables which show the state of art in this topic.

Tightness and exponential tightness of Gaussian probabilities

We prove a simple criterion of exponential tightness for sequences of Gaussian r.v.’s with values in a separable Banach space from which we deduce a general result of Large Deviations which allows easily to obtain LD estimates in various situations.

The Blum-Hanson Property

Given a (real or complex, separable) Banach space, and a contraction T on X, we say that T has the Blum-Hanson property if whenever x, y ∈ X are such that Tnx tends weakly to y in X as n tends to infinity, the means{1 \over N}\sum\limits_{k = 1}^N {{T^{{n_k}}}x} tend to y in norm for every strictly increasing sequence (nk) k≥1 of integers. The space X itself has the Blum-Hanson property if every contraction on X has the Blum-Hanson property. We explain the ergodic-theoretic motivation for the Blum-Hanson property, prove that Hilbert spaces have the Blum-Hanson property, and then present a recent criterion of a geometric flavor, due to Lefèvre-Matheron-Primot, which allows to retrieve essentially all the known examples of spaces with the Blum-Hanson property. Lastly, following Lefèvre-Matheron, we characterize the compact metric spaces K such that the space C(K) has the Blum-Hanson property.

Banach Spaces of Almost Universal Complemented Disposition

We introduce and study the notion of space of almost universal complemented disposition (a.u.c.d.) as a generalization of Kadec space. We show that every Banach space with separable dual is isometrically contained as a $1$-complemented subspace of a separable a.u.c.d. space and that all a.u.c.d. spaces with $1$-finite dimensional decomposition (FDD) are isometric and contain isometric $1$-complemented copies of every separable Banach space with $1$-FDD. We then study spaces of universal complemented disposition (u.c.d.) and provide different constructions for such spaces. We also consider spaces of u.c.d. with respect to separable spaces.

Sobolev spaces with respect to a weighted Gaussian measure in infinite dimensions

Let [Formula: see text] be a separable Banach space endowed with a nondegenerate centered Gaussian measure [Formula: see text] and let [Formula: see text] be a positive function on [Formula: see text] such that [Formula: see text] and [Formula: see text] for some [Formula: see text] and [Formula: see text]. In this paper, we introduce and study Sobolev spaces with respect to the weighted Gaussian measure [Formula: see text]. We obtain results regarding the divergence operator (i.e. the adjoint in [Formula: see text] of the gradient operator along the Cameron–Martin space) and the trace of Sobolev functions on hypersurfaces [Formula: see text], where [Formula: see text] is a suitable version of a Sobolev function.

Compactness in Lebesgue–Bochner spaces of random variables and the existence of mean-square random attractors

Let [Formula: see text] be a probability space and let [Formula: see text] be a separable Banach space. It is shown a subset [Formula: see text] of [Formula: see text], where [Formula: see text], is relatively compact in [Formula: see text] if and only if it is uniformly [Formula: see text]-integrable and uniformly tight. The additional condition of scalarly relatively compact required in the literature is shown to hold by a probabilistic argument. The result is then used to establish the existence of a mean-square random attractor for dissipative stochastic differential equations and stochastic parabolic partial differential equations.