Martingales and stochastic calculus in Banach spaces

Ivan Yaroslavtsev

Research output: ThesisDissertation (TU Delft)

110 Downloads (Pure)

Abstract

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
Supervisors/Advisors
  • Veraar, M.C., Supervisor
  • van Neerven, J.M.A.M., Supervisor
Award date13 Mar 2019
Print ISBNs978-94-028-1398-2
DOIs
Publication statusPublished - 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

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