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Randomized UMD Banach spaces and decoupling inequalities for stochastic integrals

Author: Mark C. Veraar
Journal: Proc. Amer. Math. Soc. 135 (2007), 1477-1486
MSC (2000): Primary 60H05; Secondary 46B09, 46B20
Published electronically: November 14, 2006
MathSciNet review: 2276657
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Abstract: In this paper we prove the equivalence of decoupling inequalities for stochastic integrals and one-sided randomized versions of the UMD property of a Banach space as introduced by Garling.

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Additional Information

Mark C. Veraar
Affiliation: Delft Institute of Applied Mathematics, Technical University of Delft, P.O. Box 5031, 2600 GA Delft, The Netherlands

Keywords: Stochastic integration in Banach spaces, randomized UMD spaces, decoupling inequalities, tangent sequences
Received by editor(s): September 5, 2005
Received by editor(s) in revised form: December 20, 2005
Published electronically: November 14, 2006
Additional Notes: The author is supported by the Netherlands Organisation for Scientific Research (NWO) 639.032.201 and by the Research Training Network HPRN-CT-2002-00281
Communicated by: N. Tomczak-Jaegermann
Article copyright: © Copyright 2006 American Mathematical Society
The copyright for this article reverts to public domain 28 years after publication.

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