On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions
DOI10.1214/18-AIHP940zbMath1456.60100arXiv1712.00401OpenAlexW2985398865MaRDI QIDQ2291963
Publication date: 31 January 2020
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1712.00401
weak estimatesUMD spacescanonical decompositionweak differential subordinationcontinuous-time martingalesGundy's decompositionMeyer-Yoeurp decompositionYoeurp decomposition
Martingales with continuous parameter (60G44) General theory of stochastic processes (60G07) Random measures (60G57) Applications of functional analysis in probability theory and statistics (46N30) Stochastic analysis (60H99)
Related Items (5)
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