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Suppose that $\mathcal{C}$ and $\mathcal{D}$ are subsets of $L^2(X,\Sigma,\mu)\cap L^{\infty}(X,\Sigma,\mu)$, where $\mu$ is a finite-measure on $(X,\Sigma)$. Let $F:L^2(X,\Sigma,\mu)\times L^2(X,\Si …

I've been reading about RKHSs and Hilbert spaces of functions these days a bit these days and I haven't yet come across an example of a hilbert space $H$ whose elements are all functions $f:\mathbb{R} …

Let $L^2$ be a separable Hilbert space and let $\{e_i(t)\}_{i \in \mathbb{N}}$ be a basis for it. Moreover let $\phi(T,z)$ and $\psi(T,z)$ be 1-parameter families (in z) in $L^2$, with basis expansio …

Let $X$ be a Hilbert space, and suppose that $f:X^2\rightarrow \mathbb{R}$ is a Lipschitz, supercoercive, convex function such that (for every $y \in X$) the set $$ \operatorname*{argmin}_{x\in X} f(x …

Let $g(t)$ be a convex positive function. I'm trying to show that the set $\{ |t|^ne^{\frac{g(t)}{t^n}}\}_{n\in \mathbb{N}}$ is linearly independent in the space of measurable functions on $\mathbb{R …

In this post one says that a functional $F:H\rightarrow [0,\infty]$ on an infinite-dimensional Hilbert space $H$ is (strongly) coercive if there exists a constant $k>0$ such that $$ F(x)\geq k\|x\|_H^ …

I'm fairly familiar with the literature dealing with convergence of SDEs in $\mathbb{R}^d$ but recently I've needed to use extended results dealing with convergence of SDEs in Hilbert Spaces. However …

Let $\Gamma_0$ denote the set of lower-semi-continuous convex functionals on a Hilbert space $H$. What exactly is the image of $\Gamma_0$ under the proximal operator $$ \begin{aligned} &\Gamma_0\rig …

Suppose that $Y_t$ is a special square-integrable $\mathbb{R}$-valued semi-martingale and let $\mathcal{L}^2(Y)$ denote the set of $Y$-predictable processes satisfying $$ \mathbb{E}\left[ \int_0^{\inf …

I know that there exist Ito formulae to understand $ f(X), $ where $f: H\rightarrow \mathbb{R}$ is sufficiently nice, $H$ is a Hilbert space and $X$ is an $H$-valued semi-martingale. However I'm wo …

Let $\{X_i\}_{i \in \mathbb{N}} $ be a sequence of $n$-dimensional linear subspaces of the separable Hilbert space $H$ and let $\{\phi_i\}_{i \in I}$ be a sequence of continuous injective linear maps …

Fix a probability space $(\Omega,\mathcal{F},\mathbb{P})$ and let $F:L^2_{\mathbb{P}}(\mathcal{F})\rightarrow (-\infty,\infty]$ be bounded-blow, convex, lower semi-continuous, and not identically infi …

Let $\mathcal{H}$ be a separable Hilbert space and let $x_1,...,x_n$ be points in $\mathcal{H}$. Let $\varepsilon >0 $ be given and consider the measures $$ \mu := \frac1{n}\,\sum_{i=1}^n\, \delta_ …

Suppose: $$ dX_t = a(t,X_t)dt + b(t,X_t)dW^H_t $$ is an SDE with values in a separable Hilbert Space $H$, and $W^H_t$ is an $H$-valued cylindrical Wiener process. Then can we write the dynamics for $ …

Definitions and setting Let $\mathcal{H}$ be a separable, infinite-dimensional, reproducing kernel Hilbert space on a nonempty set $X$. As usual, denote the reproducing kernel on $\mathcal{H}$ by $K$ …