Print Email Facebook Twitter Martingales and stochastic calculus in Banach spaces Title Martingales and stochastic calculus in Banach spaces Author Yaroslavtsev, I.S. (TU Delft Analysis) Contributor Veraar, M.C. (promotor) van Neerven, J.M.A.M. (promotor) Degree granting institution Delft University of Technology Date 2019-03-13 Abstract In this thesis we study martingales and stochastic integration of processes withvalues in UMD Banach spaces. Subject martingalesUMD Banach spacesFourier multipliersmartingale decompositionsweak differential subordinationBurkholder-Davis-Gundy inequalitiesstochastic integrationrandom measuresNovikov inequalitiesBurkholder-Rosenthal inequalitiesHilbert transform To reference this document use: https://doi.org/10.4233/uuid:6c3937b1-aa5b-4860-a58c-f57e87518ce9 ISBN 978-94-028-1398-2 Part of collection Institutional Repository Document type doctoral thesis Rights © 2019 I.S. Yaroslavtsev Files PDF dissertation.pdf 2.12 MB Close viewer /islandora/object/uuid:6c3937b1-aa5b-4860-a58c-f57e87518ce9/datastream/OBJ/view