Pointwise properties of martingales with values in Banach function spaces
classification
🧮 math.PR
math.FA
keywords
martingalesbanachfunctionvaluesburkholder--davis--gundyconsiderfieldinequality
read the original abstract
In this paper we consider local martingales with values in a UMD Banach function space. We prove that such martingales have a version which is a martingale field. Moreover, a new Burkholder--Davis--Gundy type inequality is obtained.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.