Randomized UMD Banach spaces and decoupling inequalities for stochastic integrals
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- by Mark C. Veraar PDF
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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.References
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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
- MR Author ID: 775296
- Email: M.C.Veraar@math.tudelft.nl
- 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
- © Copyright 2006
American Mathematical Society
The copyright for this article reverts to public domain 28 years after publication. - Journal: Proc. Amer. Math. Soc. 135 (2007), 1477-1486
- MSC (2000): Primary 60H05; Secondary 46B09, 46B20
- DOI: https://doi.org/10.1090/S0002-9939-06-08619-9
- MathSciNet review: 2276657