On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions

DOI10.1214/18-AIHP940zbMath1456.60100arXiv1712.00401OpenAlexW2985398865MaRDI QIDQ2291963

Ivan S. Yaroslavtsev

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

zbMATH Keywords

weak estimatesUMD spacescanonical decompositionweak differential subordinationcontinuous-time martingalesGundy's decompositionMeyer-Yoeurp decompositionYoeurp decomposition

Mathematics Subject Classification ID

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)

The Hilbert Transform and Orthogonal Martingales in Banach Spaces ⋮ Martingale decompositions and weak differential subordination in UMD Banach spaces ⋮ Local characteristics and tangency of vector-valued martingales ⋮ Burkholder-Davis-Gundy inequalities in UMD Banach spaces ⋮ On strongly orthogonal martingales in UMD Banach spaces

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