Burkholder–Davis–Gundy Inequalities in UMD Banach Spaces

In this paper we prove Burkholder–Davis–Gundy inequalities for a general martingale M with values in a UMD Banach space X . Assuming that M 0 = 0 , we show that the following two-sided inequality holds for all 1 ≤ p < ∞ : Here γ ( [ [ M ] ] t ) is the L 2 -norm of the unique Gaussian measure on X...

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Bibliographic Details
Published in:	Communications in mathematical physics Vol. 379; no. 2; pp. 417 - 459
Main Author:	Yaroslavtsev, Ivan
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.10.2020 Springer Nature B.V
Subjects:	Banach spaces Brownian motion Classical and Quantum Gravitation Complex Systems Covariance Inequalities Integrals Isomorphism Martingales Mathematical and Computational Physics Mathematical Physics Physics Physics and Astronomy Quantum Physics Relativity Theory Theoretical
ISSN:	0010-3616, 1432-0916
Online Access:	Get full text
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