Vector-valued decoupling and the Burkholder-Davis-Gundy inequality

zbMath1276.60017arXiv1107.2218MaRDI QIDQ1928909

Sonja Cox, Mark C. Veraar

Publication date: 4 January 2013

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.2218

zbMATH Keywords

decoupling inequalitiestangent sequencesBurkholder-Davis-Gundy type inequalitiesvector-valued random variablevector-valued stochastic integration

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic integrals (60H05) Probabilistic methods in Banach space theory (46B09) Probability theory on linear topological spaces (60B11)

Related Items

Stochastic integration in quasi-Banach spaces ⋮ The Hilbert Transform and Orthogonal Martingales in Banach Spaces ⋮ On stochastic conservation laws and Malliavin calculus ⋮ Stochastic integrals and BDG's inequalities in Orlicz-type spaces ⋮ Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise ⋮ Euclidean Structures and Operator Theory in Banach Spaces ⋮ Vector-valued stochastic delay equations -- a semigroup approach ⋮ Local characteristics and tangency of vector-valued martingales ⋮ Vector-valued stochastic delay equations -- a weak solution and its Markovian representation ⋮ Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions ⋮ Representation of Itô integrals by Lebesgue/Bochner integrals ⋮ On decoupling in Banach spaces ⋮ On the equivalence of solutions for a class of stochastic evolution equations in a Banach space ⋮ A note on maximal estimates for stochastic convolutions ⋮ Maximal \(\gamma\)-regularity