Pointwise properties of martingales with values in Banach function spaces

DOI10.1007/978-3-030-26391-1_16zbMath1443.60043arXiv1803.11063OpenAlexW2794939132MaRDI QIDQ2190645

Mark C. Veraar, Ivan S. Yaroslavtsev

Publication date: 21 June 2020

Full work available at URL: https://arxiv.org/abs/1803.11063

zbMATH Keywords

quadratic variationlocal martingaleBurkholder-Davis-Gundy inequalitieslattice maximal functionUMD Banach function spaces

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11)

Related Items (5)

Weighted Davis inequalities for martingale square functions ⋮ Local characteristics and tangency of vector-valued martingales ⋮ \(A_1\) Fefferman-Stein inequality for maximal functions of martingales in uniformly smooth spaces ⋮ Burkholder-Davis-Gundy inequalities in UMD Banach spaces ⋮ Besov rough path analysis (with an appendix by Pavel Zorin-Kranich)

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