Stochastic integrals and BDG's inequalities in Orlicz-type spaces

DOI10.1016/j.spa.2017.02.006zbMath1395.60059arXiv1606.04350OpenAlexW2963737584MaRDI QIDQ2403704

Xicheng Zhang, Yingchao Xie

Publication date: 11 September 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.04350

zbMATH Keywords

Orlicz spacequasi-Banach spacestochastic integralregularly varying functionBDG's inequalitygood \(\lambda\)-inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability measures on topological spaces (60B05) Stochastic integrals (60H05)

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Cites Work

• The stochastic logarithmic Schrödinger equation
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• Stochastic integration in UMD Banach spaces
• Extrapolation and interpolation of quasi-linear operators on martingales
• Real Interpolation of Sobolev Spaces on Subdomains of Rn
• Locally bounded linear topological spaces
• Probability Theory
• On the maximal inequalities of Burkholder, Davis and Gundy
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