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Randomized UMD Banach spaces and decoupling inequalities for stochastic integrals
Author(s):
Mark
C.
Veraar
Journal:
Proc. Amer. Math. Soc.
135
(2007),
1477-1486.
MSC (2000):
Primary 60H05;
Secondary 46B09, 46B20
Posted:
November 14, 2006
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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
Email:
M.C.Veraar@math.tudelft.nl
DOI:
10.1090/S0002-9939-06-08619-9
PII:
S 0002-9939(06)08619-9
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
Posted:
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
Copyright of article:
Copyright
2006,
American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.
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