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arXiv · 1803.11063

Pointwise properties of martingales with values in Banach function spaces

Mark Veraar·Ivan Yaroslavtsev
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Abstract

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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Mark Veraar, Ivan Yaroslavtsev. 2018-03-29. Pointwise properties of martingales with values in Banach function spaces. https://arxiv.org/abs/1803.11063

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