Research output per year
Research output per year
Abstract
In this thesis we study martingales and stochastic integration of processes with
values in UMD Banach spaces.
values in UMD Banach spaces.
| Original language | English |
|---|---|
| Qualification | Doctor of Philosophy |
| Awarding Institution |
|
| Supervisors/Advisors |
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| Award date | 13 Mar 2019 |
| Print ISBNs | 978-94-028-1398-2 |
| DOIs | |
| Publication status | Published - 1 Mar 2019 |
Keywords
- martingales
- UMD Banach spaces
- Fourier multipliers
- martingale decompositions
- weak differential subordination
- Burkholder-Davis-Gundy inequalities
- stochastic integration
- random measures
- Novikov inequalities
- Burkholder-Rosenthal inequalities
- Hilbert transform
Fingerprint
Dive into the research topics of 'Martingales and stochastic calculus in Banach spaces'. Together they form a unique fingerprint.Research output
- 4 Article
-
Brownian representations of cylindrical continuous local martingales
Yaroslavtsev, I., 2018, In: Infinite Dimensional Analysis, Quantum Probability and Related Topics. 21, 2, p. 1-25 25 p., 1850013.Research output: Contribution to journal › Article › Scientific › peer-review
1 Citation (Scopus) -
Even Fourier multipliers and martingale transforms in infinite dimensions
Yaroslavtsev, I. S., 2018, In: Indagationes Mathematicae. 29, 5, p. 1290-1309 20 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile2 Citations (Scopus)22 Downloads (Pure) -
Fourier multipliers and weak differential subordination of martingales in UMD Banach spaces
Yaroslavtsev, I., 2018, In: Studia Mathematica. 243, 3, p. 269-301 33 p.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile6 Citations (Scopus)26 Downloads (Pure)