Pointwise Properties of Martingales with Values in Banach Function Spaces

Book Chapter (2019)
Author(s)

Mark Veraar (TU Delft - Analysis)

Ivan Yaroslavtsev (TU Delft - Analysis)

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
More Info
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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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