Pointwise Properties of Martingales with Values in Banach Function Spaces
Book Chapter
(2019)
Research Group
Analysis
Copyright
© 2019 M.C. Veraar, I.S. Yaroslavtsev
DOI related publication
https://doi.org/10.1007/978-3-030-26391-1_16
To reference this document use:
https://resolver.tudelft.nl/uuid:ae798d67-d45e-43b2-b055-c8930ba0de24
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Publication Year
2019
Language
English
Copyright
© 2019 M.C. Veraar, I.S. Yaroslavtsev
Research Group
Analysis
Pages (from-to)
321-340
Reuse Rights
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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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