16 citations · 55 across the 9 of their papers we have counts for
15 papers
Characterizations of the UMD property via tail estimates for tangent processes
Gergely Bodó, Ivan Yaroslavtsev
We characterize the UMD property of a Banach space by tail inequalities for maximal functions of tangent conditionally symmetric processes. More precisely, we prove that a Banach s…
Stabilization by transport noise and enhanced dissipation in the Kraichnan model
Benjamin Gess, Ivan Yaroslavtsev
Stabilization and sufficient conditions for mixing by stochastic transport are shown. More precisely, given a second order linear operator with possibly unstable eigenvalues on a s…
Local characteristics and tangency of vector-valued martingales
Ivan S. Yaroslavtsev
This paper is devoted to tangent martingales in Banach spaces. We provide the definition of tangency through local characteristics, basic - and -estimates, a precise constr…
On strongly orthogonal martingales in UMD Banach spaces
Ivan Yaroslavtsev
In the present paper we introduce the notion of strongly orthogonal martingales. Moreover, we show that for any UMD Banach space and for any -valued strongly orthogonal mart…
The UMD property for Musielak--Orlicz spaces
Nick Lindemulder, Mark Veraar, Ivan Yaroslavtsev
In this paper we show that Musielak--Orlicz spaces are UMD spaces under the so-called condition on the generalized Young function and its complemented function. We also prove…
Burkholder-Davis-Gundy inequalities in UMD Banach spaces
Ivan S. Yaroslavtsev
In this paper we prove Burkholder-Davis-Gundy inequalities for a general martingale with values in a UMD Banach space . Assuming that , we show that the following two…
The Hilbert transform and orthogonal martingales in Banach spaces
Adam Osękowski, Ivan Yaroslavtsev
Let be a given Banach space and let , be two orthogonal -valued local martingales such that is weakly differentially subordinate to . The paper contains the pr…
Pointwise properties of martingales with values in Banach function spaces
Mark Veraar, Ivan Yaroslavtsev
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 B…
On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions
Ivan Yaroslavtsev
We show that the canonical decomposition (comprising both the Meyer-Yoeurp and the Yoeurp decompositions) of a general -valued local martingale is possible if and only if ha…
Even Fourier multipliers and martingale transforms in infinite dimensions
Ivan S. Yaroslavtsev
In this paper we show sharp lower bounds for norms of even homogeneous Fourier multipliers in for and for a UMD Banach space in t…
-valued Burkholder-Rosenthal inequalities and sharp estimates for stochastic integrals
Sjoerd Dirksen, Ivan Yaroslavtsev
We prove sharp maximal inequalities for -valued stochastic integrals with respect to any Hilbert space-valued local martingale. Our proof relies on new Burkholder-Rosenthal ty…
Martingale decompositions and weak differential subordination in UMD Banach spaces
Ivan S. Yaroslavtsev
In this paper we consider Meyer-Yoeurp decompositions for UMD Banach space-valued martingales. Namely, we prove that is a UMD Banach space if and only if for any fixed $p\in (1…
Fourier multipliers and weak differential subordination of martingales in UMD Banach spaces
Ivan Yaroslavtsev
In this paper we introduce the notion of weak differential subordination for martingales and show that a Banach space is a UMD Banach space if and only if for all $p\in (1,\inf…
Brownian representations of cylindrical continuous local martingales
Ivan S. Yaroslavtsev
In this paper we give necessary and sufficient conditions for a cylindrical continuous local martingale to be the stochastic integral with respect to a cylindrical Brownian motion.…
Cylindrical continuous martingales and stochastic integration in infinite dimensions
Mark Veraar, Ivan Yaroslavtsev
In this paper we define a new type of quadratic variation for cylindrical continuous local martingales on an infinite dimensional spaces. It is shown that a large class of cylindri…