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
Burkholder-Davis-Gundy inequalities Local martingale Lattice maximal function Quadratic variation UMD Banach function spaces
More Info
expand_more

Published Date

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 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.