A new inequality for the Riemann-Stieltjes integrals driven by irregular signals in Banach spaces

DOI10.1186/S13660-018-1611-4MaRDI QIDQ680873zbMATH OpenOpenAlexWikidataFDO

Authors Rafał M. Łochowski

Publication date 29 January 2018

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1602.02269

zbMATH Keywords

total variationBanach spaceRiemann-Stieltjes integral\(p\)-variationregulated pathtruncated variationLoève-Young inequality

Mathematics Subject Classification ID

Calculus of functions taking values in infinite-dimensional spaces (26E20) Vector-valued measures and integration (46G10)

Abstract: We prove an inequality of the Lo'{e}ve-Young type for the Riemann-Stieltjes integrals driven by irregular signals attaining their values in Banach spaces and, as a result, we derive a new theorem on the existence of the Riemann-Stieltjes integrals driven by such signals. Also, for any $pge1$ we introduce the space of regulated signals $f:[a,b]ightarrowW$ ($a<b$ are real numbers and $W$ is a Banach space), which may be uniformly approximated with accuracy $delta>0$ by signals whose total variation is of order $delt{a}^{1-p}$ as $deltaightarrow0+$ and prove that they satisfy the assumptions of the theorem. Finally, we derive more exact, rate-independent characterisations of the irregularity of the integrals driven by such signals.

Recommendations

• A new theorem on the existence of the Riemann-Stieltjes integral and an improved version of the Loéve-Young inequality
• Young-Stieltjes integrals with respect to Volterra covariance functions
• scientific article; zbMATH DE number 1740986
• On pathwise Riemann-Stieltjes integrals
• Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young

Cites work

• scientific article; zbMATH DE number 3280851 (Why is no real title available?)
• A new theorem on the existence of the Riemann-Stieltjes integral and an improved version of the Loéve-Young inequality
• An inequality of the Hölder type, connected with Stieltjes integration
• Concrete functional calculus
• Conditions for the existence of Stieltjes integral of functions of bounded generalized variation
• Curvilinear integrals along enriched paths
• Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
• Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
• Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
• Integration with respect to fractal functions and stochastic calculus. I
• Multidimensional stochastic processes as rough paths. Theory and applications.
• On BV-type hysteresis operators
• Rough paths in idealized financial markets
• Some Theorems on Stable Processes
• Stieltjes integrals of Hölder continuous functions with applications to fractional Brownian motion
• Stochastic calculus for fractional Brownian motion and related processes.
• System Control and Rough Paths
• The play operator, the truncated variation and the generalisation of the Jordan decomposition

Cited in

(3)

• Quadratic variation of a càdlàg semimartingale as a.s. limit of the normalized truncated variations
• A new theorem on the existence of the Riemann-Stieltjes integral and an improved version of the Loéve-Young inequality
• On optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes

This page was built for publication: A new inequality for the Riemann-Stieltjes integrals driven by irregular signals in Banach spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q680873)