16 citations · 55 across the 9 of their papers we have counts for
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math.PR2017
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…
math.PR2017★ 8 cited
-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…
math.PR2017
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…