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Randomized UMD Banach spaces and decoupling inequalities for stochastic integrals |
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| Authors: | Mark C. Veraar |
| Affiliation: | Delft Institute of Applied Mathematics, Technical University of Delft, P.O. Box 5031, 2600 GA Delft, The Netherlands |
| Abstract: | In this paper we prove the equivalence of decoupling inequalities for stochastic integrals and one-sided randomized versions of the UMD property of a Banach space as introduced by Garling. |
| Keywords: | Stochastic integration in Banach spaces randomized UMD spaces decoupling inequalities tangent sequences |
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