Burkholder-Davis-Gundy inequalities in UMD Banach spaces
From MaRDI portal
Publication:2006396
DOI10.1007/s00220-020-03845-7zbMath1460.60033arXiv1807.05573OpenAlexW3090411554MaRDI QIDQ2006396
Publication date: 9 October 2020
Published in: Communications in Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.05573
Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44) Martingales and classical analysis (60G46)
Related Items
Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes, Doob's maximal inequality and Burkholder-Davis-Gundy's inequality on Musielak-Orlicz spaces, Itô-Föllmer calculus in Banach spaces. I: The Itô formula, Local characteristics and tangency of vector-valued martingales, Sharpness of Lenglart's domination inequality and a sharp monotone version
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Cylindrical continuous martingales and stochastic integration in infinite dimensions
- Itô isomorphisms for \(L^{p}\)-valued Poisson stochastic integrals
- On relaxing the assumption of differential subordination in some martingale inequalities
- Inscribing a symmetric body in an ellipse
- Some remarks on Banach spaces in which martingale difference sequences are unconditional
- Stochastic evolution equations in UMD Banach spaces
- A geometrical characterization of Banach spaces in which martingale difference sequences are unconditional
- Semimartingales: A course on stochastic processes
- Banach lattices
- Distribution function inequalities for martingales
- Gaussian measures in Banach spaces
- Nonsymmetric Ornstein-Uhlenbeck semigroups in Banach spaces
- Towards a general theory of bond markets
- On SPDE's and superdiffusions
- Transition semigroups of Banach space-valued Ornstein-Uhlenbeck processes
- Pointwise properties of martingales with values in Banach function spaces
- On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions
- Stochastic integration in UMD Banach spaces
- Martingale decompositions and weak differential subordination in UMD Banach spaces
- Some dimension-free features of vector-valued martingales
- Martingales in Banach Spaces
- Analysis in Banach Spaces
- Random Measures, Theory and Applications
- Fourier Analysis and Nonlinear Partial Differential Equations
- Sharp Martingale and Semimartingale Inequalities
- $\gamma$-Radonifying operators -- a survey
- Randomized UMD Banach spaces and decoupling inequalities for stochastic integrals
- On stochastic equations with respect to semimartingales I.†
- Séries de variables aléatoires vectorielles indépendantes et propriétés géométriques des espaces de Banach
- On Discontinuous Martingales
- A counterexample concerning the relation between decoupling constants and UMD-constants
- Stochastic convolution in separable Banach spaces and the stochastic linear Cauchy problem
- Fourier multipliers and weak differential subordination of martingales in UMD Banach spaces
- Analysis in Banach Spaces
- Fourier Multipliers and Integro‐Differential Equations in Banach Spaces
- Stochastic integration of functions with values in a Banach space
- The Hilbert Transform and Orthogonal Martingales in Banach Spaces
- The UMD Property for Musielak–Orlicz Spaces
- Stochastic Equations in Infinite Dimensions
- On singular integral and martingale transforms
- Lq‐valued Burkholder–Rosenthal inequalities and sharp estimates for stochastic integrals
- Continuous local martingales and stochastic integration in UMD Banach spaces
- Variation Quadratique Des Martingales Continues a Droite
- Some Characterizations of Inner-Product Spaces
- On the maximal inequalities of Burkholder, Davis and Gundy
