Martingale decompositions and weak differential subordination in UMD Banach spaces
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Publication:2419653
DOI10.3150/18-BEJ1031zbMath1466.60088arXiv1706.01731OpenAlexW2963724200MaRDI QIDQ2419653
Publication date: 14 June 2019
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1706.01731
stochastic integrationdifferential subordinationUMD Banach spacescontinuous martingalespurely discontinuous martingalesweak differential subordinationMeyer-Yoeurp decompositionYoeurp decompositionBurkholder functionaccessible jumpsBrownian representationcanonical decomposition of martingalesquasi-left continuous
Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Martingales and classical analysis (60G46)
Related Items
The Hilbert Transform and Orthogonal Martingales in Banach Spaces, Fourier multipliers and weak differential subordination of martingales in UMD 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 the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions, On strongly orthogonal martingales in UMD Banach spaces
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