Randomized UMD Banach spaces and decoupling inequalities for stochastic integrals

DOI10.1090/S0002-9939-06-08619-9zbMath1116.60024MaRDI QIDQ3425996

Mark C. Veraar

Publication date: 7 March 2007

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

stochastic integration in Banach spaces; decoupling inequalities; tangent sequences; randomized UMD spaces

Mathematics Subject Classification ID

46B20: Geometry and structure of normed linear spaces

60H05: Stochastic integrals

46B09: Probabilistic methods in Banach space theory

Cites Work

• A geometrical characterization of Banach spaces in which martingale difference sequences are unconditional
• Concrete representation of martingales
• Stochastic integration in UMD Banach spaces
• Séries de variables aléatoires vectorielles indépendantes et propriétés géométriques des espaces de Banach
• A counterexample concerning the relation between decoupling constants and UMD-constants
• Stochastic integration of functions with values in a Banach space
• Stochastic Equations in Infinite Dimensions
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