arxiv: 1803.11063 · v2 · pith:GQLKDSMMnew · submitted 2018-03-29 · 🧮 math.PR · math.FA

Pointwise properties of martingales with values in Banach function spaces

Mark Veraar , Ivan Yaroslavtsev This is my paper

classification 🧮 math.PR math.FA

keywords martingalesbanachfunctionvaluesburkholder--davis--gundyconsiderfieldinequality

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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.

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Pointwise properties of martingales with values in Banach function spaces

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