Vector-valued decoupling and the Burkholder-Davis-Gundy inequality
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Publication:1928909
zbMath1276.60017arXiv1107.2218MaRDI QIDQ1928909
Publication date: 4 January 2013
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1107.2218
decoupling inequalitiestangent sequencesBurkholder-Davis-Gundy type inequalitiesvector-valued random variablevector-valued stochastic integration
Inequalities; stochastic orderings (60E15) Stochastic integrals (60H05) Probabilistic methods in Banach space theory (46B09) Probability theory on linear topological spaces (60B11)
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