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Mark Veraar

Publications and source records attributed to Mark Veraar.

83 records · Page 5Linked to original sources
arXiv2009

Non-autonomous stochastic evolution equations and applications to stochastic partial differential equations

In this paper we study the following non-autonomous stochastic evolution equation on a UMD Banach space $E$ with type 2, {equation}\label{eq:SEab}\tag{SE} {{aligned} dU(t) & = (A(t)U(t) + F(t,U(t))) dt + B(t,U(t)) dW_H(t), \quad t\in [0,T], U(0) & = u_0. {aligned}. {equation} Here $(A(t))_{t\in [0,T]}$ are unbounded operators with domains $(D(A(t)))_{t\in [0,T]}$ which may be time dependent. We assume that $(A(t))_{t\in [0,T]}$ satisfies the conditions of Acquistapace and Terreni. The functions $F$ and $B$ are nonlinear functions defined on certain interpolation spaces and $u_0\in E$ is the initial value. $W_H$ is a cylindrical Brownian motion on a separable Hilbert space $H$. Under Lipschitz and linear growth conditions we show that there exists a unique mild solution of \eqref{eq:SEab}. Under assumptions on the interpolation spaces we extend the factorization method of Da Prato, Kwapień, and Zabczyk, to obtain space-time regularity results for the solution $U$ of \eqref{eq:SEab}. For Hilbert spaces $E$ we obtain a maximal regularity result. The results improve several previous results from the literature. The theory is applied to a second order stochastic partial differential equation which has been studied by Sanz-Solé and Vuillermot. This leads to several improvements of their result.

math.PR↗
arXiv2009

Nemirovski's Inequalities Revisited

An important tool for statistical research are moment inequalities for sums of independent random vectors. Nemirovski and coworkers (1983, 2000) derived one particular type of such inequalities: For certain Banach spaces $(\B,\|\cdot\|)$ there exists a constant $K = K(\B,\|\cdot\|)$ such that for arbitrary independent and centered random vectors $X_1, X_2, ..., X_n \in \B$, their sum $S_n$ satisfies the inequality $ E \|S_n \|^2 \le K \sum_{i=1}^n E \|X_i\|^2$. We present and compare three different approaches to obtain such inequalities: Nemirovski's results are based on deterministic inequalities for norms. Another possible vehicle are type and cotype inequalities, a tool from probability theory on Banach spaces. Finally, we use a truncation argument plus Bernstein's inequality to obtain another version of the moment inequality above. Interestingly, all three approaches have their own merits.

math.ST↗
arXiv2009

R-boundedness of smooth operator-valued functions

In this paper we study $R$-boundedness of operator families $\mathcal{T}\subset \calL(X,Y)$, where $X$ and $Y$ are Banach spaces. Under cotype and type assumptions on $X$ and $Y$ we give sufficient conditions for $R$-boundedness. In the first part we show that certain integral operator are $R$-bounded. This will be used to obtain $R$-boundedness in the case that $\mathcal{T}$ is the range of an operator-valued function $T:\R^d\to \calL(X,Y)$ which is in a certain Besov space $B^{d/r}_{r,1}(\R^d;\calL(X,Y))$. The results will be applied to obtain $R$-boundedness of semigroups and evolution families, and to obtain sufficient conditions for existence of solutions for stochastic Cauchy problems.

math.FA↗
arXiv2008

A note on optimal probability lower bounds for centered random variables

In this note we obtain lower bounds for $¶(ξ\geq 0)$ and $¶(ξ>0)$ under assumptions on the moments of a centered random variable $ξ$. The obtained estimates are shown to be optimal and improve results from the literature. The results are applied to obtain probability lower bounds for second order Rademacher chaos.

math.PR↗
arXiv2008

On Besov regularity of Brownian motions in infinite dimensions

We extend to the vector-valued situation some earlier work of Ciesielski and Roynette on the Besov regularity of the paths of the classical Brownian motion. We also consider a Brownian motion as a Besov space valued random variable. It turns out that a Brownian motion, in this interpretation, is a Gaussian random variable with some pathological properties. We prove estimates for the first moment of the Besov norm of a Brownian motion. To obtain such results we estimate expressions of the form $\E \sup_{n\geq 1}\|ξ_n\|$, where the $ξ_n$ are independent centered Gaussian random variables with values in a Banach space. Using isoperimetric inequalities we obtain two-sided inequalities in terms of the first moments and the weak variances of $ξ_n$.

math.PR↗
arXiv2008

Some remarks on tangent martingale difference sequences in $L^1$-spaces

Let X be a Banach space. Suppose that for all $p\in (1, \infty)$ a constant $C_{p,X}$ depending only on X and p exists such that for any two X-valued martingales f and g with tangent martingale difference sequences one has \[\E\|f\|^p \leq C_{p,X} \E\|g\|^p (*).\] This property is equivalent to the UMD condition. In fact, it is still equivalent to the UMD condition if in addition one demands that either f or g satisfy the so-called (CI) condition. However, for some applications it suffices to assume that (*) holds whenever g satisfies the (CI) condition. We show that the class of Banach spaces for which (*) holds whenever only g satisfies the (CI) condition is more general than the class of UMD spaces, in particular it includes the space L^1. We state several problems related to (*) and other decoupling inequalities.

math.PR↗
arXiv2006

Embedding vector-valued Besov spaces into spaces of $γ$-radonifying operators

It is shown that a Banach space $E$ has type $p$ if and only for some (all) $d\ge 1$ the Besov space $B_{p,p}^{(\frac1p-\frac12)d}(\R^d;E)$ embeds into the space $\g(L^2(\R^d),E)$ of $\g$-radonifying operators $L^2(\R^d)\to E$. A similar result characterizing cotype $q$ is obtained. These results may be viewed as $E$-valued extensions of the classical Sobolev embedding theorems.

math.FA↗
arXiv2006

A stochastic Datko-Pazy theorem

Let $H$ be a Hilbert space and $E$ a Banach space. In this note we present a sufficient condition for an operator $R: H\to E$ to be $γ$--radonifying in terms of Riesz sequences in $H$. This result is applied to recover a result of Lutz Weis and the second named author on the $R$-boundedness of resolvents, which is used to obtain a Datko-Pazy type theorem for the stochastic Cauchy problem. We also present some perturbation results.

math.FA↗
arXiv2005

On the action of Lipschitz functions on vector-valued random sums

Let $X$ be a Banach space and let $(ξ_j)_{j\ge 1}$ be an i.i.d. sequence of symmetric random variables with finite moments of all orders. We prove that the following assertions are equivalent: (1). There exists a constant $K$ such that $$ \Bigl(\E\Big\|\sum_{j=1}^n ξ_j f(x_j)\Big\|^2\Bigr)^{\frac12} \leq K \n f\n_{\rm Lip} \Bigl(\E\Big\|\sum_{j=1}^n ξ_j x_j\Big\|^2\Bigr)^{\frac12} $$ for all Lipschitz functions $f:X\to X$ satisfying $f(0)=0$ and all finite sequences $x_1,...,x_n$ in $X$. (2). $X$ is isomorphic to a Hilbert space.

math.FA↗