Martingales and stochastic calculus in Banach spaces

Doctoral thesis (2019)

Authors

I.S. Yaroslavtsev Analysis - EEMCS
Research Group
Analysis (EEMCS) (TU Delft)
Copyright: © 2019 I.S. Yaroslavtsev
DOI: https://doi.org/10.4233/uuid:6c3937b1-aa5b-4860-a58c-f57e87518ce9
Stochastic integration Fourier multipliers Martingales UMD Banach spaces Martingale decompositions Weak differential subordination Burkholder-Davis-Gundy inequalities Random measures Novikov inequalities Burkholder-Rosenthal inequalities Hilbert transform
More Info
expand_more

Published Date

01-03-2019

Language

English

Reuse Rights

Other than for strictly personal use, it is not permitted to download, forward or distribute the text or part of it, without the consent of the author(s) and/or copyright holder(s), unless the work is under an open content license such as Creative Commons.

Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Analysis

Abstract

In this thesis we study martingales and stochastic integration of processes with
values in UMD Banach spaces.

Files

Dissertation.pdf
(.pdf | 2.12 Mb)