scientific article; zbMATH DE number 4184535
From MaRDI portal
Publication:5750044
Recommendations
- Stochastic integration in UMD Banach spaces
- Randomized UMD Banach spaces and decoupling inequalities for stochastic integrals
- Continuous local martingales and stochastic integration in UMD Banach spaces
- Conditions for stochastic integrability in UMD Banach spaces
- Stochastic integration in Banach spaces -- a survey
Cited in
(29)- Malliavin calculus and decoupling inequalities in Banach spaces
- Domination inequality for martingale transforms of a Rademacher sequence
- Vector-valued decoupling and the Burkholder-Davis-Gundy inequality
- Stochastic differential equations in a Banach space driven by the cylindrical Wiener process
- On decoupling in Banach spaces
- Multilinear operator-valued Calderón-Zygmund theory
- Multilinear singular integrals on non-commutative \(L^p\) spaces
- Local characteristics and tangency of vector-valued martingales
- Tools for Malliavin calculus in UMD Banach spaces
- Pseudo-localisation of singular integrals in \(L^p\)
- On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions
- Stochastic integration in UMD Banach spaces
- Some remarks on tangent martingale difference sequences in \(L^{1}\)-spaces
- Operator-valued dyadic shifts and the \(T(1)\) theorem
- Randomized UMD Banach spaces and decoupling inequalities for stochastic integrals
- Fourier multipliers and weak differential subordination of martingales in UMD Banach spaces
- Weak characterizations of stochastic integrability and Dudley's theorem in infinite dimensions
- On strongly orthogonal martingales in UMD Banach spaces
- The Hilbert Transform and Orthogonal Martingales in Banach Spaces
- Why stochastics? And why in Banach spaces? -- epidemic example
- Continuous local martingales and stochastic integration in UMD Banach spaces
- Conditions for stochastic integrability in UMD Banach spaces
- Stochastic integration in quasi-Banach spaces
- Maximal inequalities of the Itô integral with respect to Poisson random measures or Lévy processes on Banach spaces
- Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces
- Sharp decoupling inequalities for the variances and second moments of sums of dependent random variables
- Well-posedness and uniform large deviation principle for stochastic generalized Burgers-Huxley equation perturbed by a multiplicative noise
- Stochastic evolution equations in UMD Banach spaces
- Noncommutative stochastic integration through decoupling
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5750044)
