Related papers: Pointwise properties of martingales with values in…

For a Hilbert space valued martingale $(f_n)$ and an adapted sequence of positive random variables $(w_n)$, we show the weighted Davis type inequality \[ \mathbb{E} \Bigl( |f_0| w_0 + \frac{1}{4} \sum_{n=1}^{N} \frac{|df_n|^2}{f^*_n} w_n…

We provide generalizations of Burkholder's inequalities involving conditioned square functions of martingales to the general context of martingales in noncommutative symmetric spaces. More precisely, we prove that Burkholder's inequalities…

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…

Multi-dimensional continuous local martingales, enhanced with their stochastic area process, give rise to geometric rough paths with a.s. finite homogenous p-variation, p>2. Here we go one step further and establish quantitative bounds of…

We introduce a property of Banach spaces called uniform convex-transitivity, which falls between almost transitivity and convex-transitivity. We will provide examples of uniformly convex-transitive spaces. This property behaves nicely in…

{Consider a c\`adl\`ag local martingale $M$ with square brackets $[M]$. In this paper, we provide upper and lower bounds for expectations of the type ${\mathbb E} [M]^{q/2}_{\tau}$, for any stopping time $\tau$ and $q\ge 2$, in terms of…

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…

In this paper we prove a randomized difference norm characterization for Bessel potential spaces with values in UMD Banach spaces. The main ingredients are $\mathcal{R}$-boundedness results for Fourier multiplier operators, which are of…

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…

We investigate pointwise multipliers on vector-valued function spaces over $\mathbb{R}^d$, equipped with Muckenhoupt weights. The main result is that in the natural parameter range, the characteristic function of the half-space is a…

We establish distributional estimates for noncommutative martingales, in the sense of decreasing rearrangements of the spectra of unbounded operators, which generalises the study of distributions of random variables. Our results include…

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 prove in particular that Banach spaces of the form $C_0(\Omega)$, where $\Omega$ is a locally compact space, enjoy a quantitative version of the reciprocal Dunford-Pettis property.

The aim of this note is to give some Burkholder-Davis-Gundy type inequalities which are valid for the Ito stochastic integral with respect to Banach valued Levy noise.

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 provide a simple proof, as well as several generalizations, of a recent result by Davis and Suh, characterizing a class of continuous submartingales and supermartingales that can be expressed in terms of a squared Brownian motion and of…

In this paper, we establish $\mathcal B$-valued variational inequalities for differential operators, ergodic averages and symmetric diffusion semigroups under the condition that Banach space $\mathcal B$ has martingale cotype property.…

We derive a Fuk-Nagaev inequality for the maxima of norms of martingale sequences in smooth Banach spaces which allow for a finite number of higher conditional moments. The bound is obtained by combining an optimization approach for a…

We extend Rubio de Francia's extrapolation theorem for functions valued in UMD Banach function spaces, leading to short proofs of some new and known results. In particular we prove Littlewood-Paley-Rubio de Francia-type estimates and…

We present several applications of the pathwise Burkholder-Davis-Gundy (BDG) inequalities. Most importantly we prove them for cadlag semimartingales and a general function $\Phi$, and use this to derive BDG inequalities (non-pathwise ones)…