Martingales and stochastic calculus in Banach spaces

Ivan Yaroslavtsev

Research output: ThesisDissertation (TU Delft)

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In this thesis we study martingales and stochastic integration of processes with
values in UMD Banach spaces.
Original languageEnglish
QualificationDoctor of Philosophy
Awarding Institution
  • Delft University of Technology
  • Veraar, M.C., Supervisor
  • van Neerven, J.M.A.M., Supervisor
Award date13 Mar 2019
Print ISBNs978-94-028-1398-2
Publication statusPublished - 1 Mar 2019


  • 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

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