Related papers: Martingale decompositions and weak differential su…

We show that the canonical decomposition (comprising both the Meyer-Yoeurp and the Yoeurp decompositions) of a general $X$-valued local martingale is possible if and only if $X$ has the UMD property. More precisely, $X$ is a UMD Banach…

In this paper we introduce the notion of weak differential subordination for martingales and show that a Banach space $X$ is a UMD Banach space if and only if for all $p\in (1,\infty)$ and all purely discontinuous $X$-valued martingales $M$…

In the present paper we introduce the notion of strongly orthogonal martingales. Moreover, we show that for any UMD Banach space $X$ and for any $X$-valued strongly orthogonal martingales $M$ and $N$ such that $N$ is weakly differentially…

Let X be a Banach space. Suppose that for all $p\in (1, \infty)$ a constant $C_{p,X}$ depending only on X and p exists such that for any two X-valued martingales f and g with tangent martingale difference sequences one has \[\E\|f\|^p \leq…

In this paper we prove Burkholder-Davis-Gundy inequalities for a general martingale $M$ with values in a UMD Banach space $X$. Assuming that $M_0=0$, we show that the following two-sided inequality holds for all $1\leq p<\infty$:…

Let X be a Banach space. We prove p-independence of the one-sided decoupling inequality for X-valued tangent martingales as introduced by Kwapien and Woyczynski. It is known that a Banach space X satisfies the two-sided decoupling…

Linear equivalences of norms of vector-valued singular integral operators and vector-valued martingale transforms are studied. In particular, it is shown that the UMD(p)-constant of a Banach space X equals the norm of the real (or the…

Let $M,N$ be real-valued martingales such that $N$ is differentially subordinate to $M$. The paper contains the proofs of the following weak-type inequalities: (i) If $M\geq0$ and $0<p\leq1$, then \[\Vert N\Vert_{p,\infty}\leq2\Vert…

In this paper, we will study concentration inequalities for Banach space-valued martingales. Firstly, we prove that a Banach space $X$ is linearly isomorphic to a $p$-uniformly smooth space ($1<p\leq 2$) if and only if an Azuma-type…

We prove that if X is an infinite-dimensional Banach space with C^p smooth partitions of unity, then X and X\K are C^p diffeomorphic, for every weakly compact subset K of X.

We characterize the UMD property of a Banach space by tail inequalities for maximal functions of tangent conditionally symmetric processes. More precisely, we prove that a Banach space $V$ is UMD if and only if for some (equivalently, for…

We show that for a quantum $L^p$-martingale $(X(t))$, $p>2$, there exists a Doob-Meyer decomposition of the submartingale $(|X(t)|^2)$. A noncommutative counterpart of a classical process continuous with probability one is introduced, and a…

Let $X$ be a given Banach space and let $M$, $N$ be two orthogonal $X$-valued local martingales such that $N$ is weakly differentially subordinate to $M$. The paper contains the proof of the estimate $$ \mathbb E \Psi(N_t) \leq…

For a Banach space X we define RUMD_n(X) to be the infimum of all c>0 such that (AVE_{\epsilon_k =\pm 1} || \sum_1^n epsilon_k (M_k - M_{k-1} )||_{L_2^X}^2 )^{1/2} <= c || M_n ||_{L_2^X} holds for all Walsh-Paley martingales {M_k}_0^n…

We introduce stronger versions of the usual notions of martingale type p <= 2 and cotype q >= 2 of a Banach space X and show that these concepts are equivalent to uniform p-smoothness and q-convexity, respectively. All these are metric…

We give a new proof of a recent characterization by Diaz and Mayoral of compactness in the Lebesgue-Bochner spaces $L_X^p$, where $X$ is a Banach space and $1\le p<\infty$, and extend the result to vector-valued Banach function spaces…

Every submartingale S of class D has a unique Doob-Meyer decomposition S=M+A, where M is a martingale and A is a predictable increasing process starting at 0. We provide a short and elementary prove of the Doob-Meyer decomposition theorem.…

If $X$ is an almost transitive Banach space with amenable isometry group (for example, if $X=L^p([0,1])$ with $1\leqslant p<\infty$) and $X$ admits a uniformly continuous map $X\overset\phi\longrightarrow E$ into a Banach space $E$…

The objective of this paper is to construct separable Banach spaces $S{D^p}[\mathbb{R}^\infty]$ for $1\leq p \leq \infty$, each of which contains the $L^p[\mathbb{R}^\infty] $ spaces, as well as finitely additive measures, as compact dense…

It is shown here that if $(Y,\|\cdot\|_Y)$ is a Banach space in which martingale differences are unconditional (a UMD Banach space) then there exists $c=c(Y)\in (0,\infty)$ with the following property. For every $n\in \mathbb{N}$ and…