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

DOI10.1186/S13660-018-1611-4zbMATH Open1396.46035arXiv1602.02269OpenAlexW3099209365WikidataQ47553964 ScholiaQ47553964MaRDI QIDQ680873FDOQ680873

Authors: Rafał M. Łochowski 

Publication date: 29 January 2018

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

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.

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

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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)

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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

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