Local characteristics and tangency of vector-valued martingales
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Publication:2208475
DOI10.1214/19-PS337zbMath1459.60091arXiv1907.11588OpenAlexW3090061729MaRDI QIDQ2208475
Publication date: 3 November 2020
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.11588
stochastic integrationdecouplingcanonical decompositionUMD Banach spacesindependent incrementslocal characteristicsLévy-Khinchin formulatangent martingales
Processes with independent increments; Lévy processes (60G51) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Measures and integration on abstract linear spaces (46G12) Probability theory on linear topological spaces (60B11) Integration and disintegration of measures (28A50)
Related Items (2)
Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes ⋮ Euclidean Structures and Operator Theory in Banach Spaces
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