Randomized UMD Banach spaces and decoupling inequalities for stochastic integrals

Veraar, Mark

doi:10.1090/S0002-9939-06-08619-9

Randomized UMD Banach spaces and decoupling inequalities for stochastic integrals
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by Mark C. Veraar PDF

Proc. Amer. Math. Soc. 135 (2007), 1477-1486 Request permission

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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