Randomized UMD Banach spaces and decoupling inequalities for stochastic integrals

DOI10.1090/S0002-9939-06-08619-9zbMath1116.60024OpenAlexW1986217847MaRDI QIDQ3425996

Mark C. Veraar

Publication date: 7 March 2007

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-06-08619-9

zbMATH Keywords

stochastic integration in Banach spacesdecoupling inequalitiestangent sequencesrandomized UMD spaces

Mathematics Subject Classification ID

Geometry and structure of normed linear spaces (46B20) Stochastic integrals (60H05) Probabilistic methods in Banach space theory (46B09)

Related Items (7)

Stochastic integration in quasi-Banach spaces ⋮ The Hilbert Transform and Orthogonal Martingales in Banach Spaces ⋮ Euclidean Structures and Operator Theory in Banach Spaces ⋮ Local characteristics and tangency of vector-valued martingales ⋮ Burkholder-Davis-Gundy inequalities in UMD Banach spaces ⋮ On decoupling in Banach spaces ⋮ On strongly orthogonal martingales in UMD Banach spaces

Cites Work

• A geometrical characterization of Banach spaces in which martingale difference sequences are unconditional
• Concrete representation of martingales
• Stochastic integration in UMD Banach spaces
• Séries de variables aléatoires vectorielles indépendantes et propriétés géométriques des espaces de Banach
• A counterexample concerning the relation between decoupling constants and UMD-constants
• Stochastic integration of functions with values in a Banach space
• Stochastic Equations in Infinite Dimensions
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