4 papers · 1 filter
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…
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…
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…