Pointwise Properties of Martingales with Values in Banach Function Spaces

Book chapter (2019)

Authors

M.C. Veraar Analysis - EEMCS
I.S. Yaroslavtsev Analysis - EEMCS
Research Group
Analysis (EEMCS) (TU Delft)
Copyright: © 2019 M.C. Veraar, I.S. Yaroslavtsev
DOI: https://doi.org/10.1007/978-3-030-26391-1_16
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Published Date

2019

Language

English

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Analysis

Abstract

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.

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