In this paper we consider local martingales with values in a UMD Banach function space. We prove that such martingales have a version which is a martingale field. Moreover, a new Burkholder–Davis–Gundy type inequality is obtained.Green Open Access added to TU Delft Institutional Repository ‘You share, we take care!’ – Taverne project https://www.openaccess.nl/en/you-share-we-take-care Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.Analysi
Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD B...
We prove sharp maximal inequalities for (Formula presented.) -valued stochastic integrals with respe...
A p-smoothable Banach space is characterized in terms of the Hájek-Rényi inequality for Banach space...
In this paper we prove Burkholder–Davis–Gundy inequalities for a general martingale M with values in...
In this paper we prove Burkholder–Davis–Gundy inequalities for a general martingale M with values in...
In this talk we present the Meyer-Yoeurp decomposition for UMD Banach space-valued martingales. Name...
We obtain weak versions of the Burkholder-Davis-Gundy inequalities for vector-valued martingales by ...
Marinelli C, Röckner M. On the maximal inequalities of Burkholder, Davis and Gundy. Expositiones Mat...
Abstract. For the absolutely @-summing operators T: X + Y between Banach spaces X and Y we consider ...
Applications of Whittle's inequality for Banach space valued martingales are discussed generalizing ...
Abstract. Let X be a Banach space. Suppose that for all p ∈ (1,∞) a constant Cp,X depending only on ...
Applications of Whittle's inequality for Banach space valued martingales are discussed generalizing ...
Applications of Whittle's inequality for Banach space valued martingales are discussed generalizing ...
A (real or complex) Banach space E is said to have the unconditionaly property for martingale differ...
A (real or complex) Banach space E is said to have the unconditionaly property for martingale differ...
Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD B...
We prove sharp maximal inequalities for (Formula presented.) -valued stochastic integrals with respe...
A p-smoothable Banach space is characterized in terms of the Hájek-Rényi inequality for Banach space...
In this paper we prove Burkholder–Davis–Gundy inequalities for a general martingale M with values in...
In this paper we prove Burkholder–Davis–Gundy inequalities for a general martingale M with values in...
In this talk we present the Meyer-Yoeurp decomposition for UMD Banach space-valued martingales. Name...
We obtain weak versions of the Burkholder-Davis-Gundy inequalities for vector-valued martingales by ...
Marinelli C, Röckner M. On the maximal inequalities of Burkholder, Davis and Gundy. Expositiones Mat...
Abstract. For the absolutely @-summing operators T: X + Y between Banach spaces X and Y we consider ...
Applications of Whittle's inequality for Banach space valued martingales are discussed generalizing ...
Abstract. Let X be a Banach space. Suppose that for all p ∈ (1,∞) a constant Cp,X depending only on ...
Applications of Whittle's inequality for Banach space valued martingales are discussed generalizing ...
Applications of Whittle's inequality for Banach space valued martingales are discussed generalizing ...
A (real or complex) Banach space E is said to have the unconditionaly property for martingale differ...
A (real or complex) Banach space E is said to have the unconditionaly property for martingale differ...
Recently, van Neerven, Weis and the author, constructed a theory for stochastic integration of UMD B...
We prove sharp maximal inequalities for (Formula presented.) -valued stochastic integrals with respe...
A p-smoothable Banach space is characterized in terms of the Hájek-Rényi inequality for Banach space...