On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions (Q2291963)

It is proved that \(X\) is a UMD Banach space if and only if every local martingale \(M: {R}_+ \times \Omega \to X\) has a decomposition \(M=M^{c}+M^{q}+M^{a}\), where \(M^{c}\) is a continuous local martingale, \(M^{q}\) is a purely discontinuous quasi-left continuous local martingale and \(M^{a}\) is a purely discontinuous local martingale with accessible jumps. Moreover, the weak type inequalities \[ \lambda P(N_t^{*}> \lambda) \leq C E(N_t) \] are shown in all the three cases \(N=M^{c},M^{q},M^{a}\).