DECOUPLING AND STOCHASTIC INTEGRATION IN UMD BANACH
SPACES
Abstract: Rosiński and Suchanecki have characterized the class of deterministic -valued
functions integrable with respect to Brownian motion, where is a given Banach space. We
extend their result to random predictable integrands in case belongs to the class UMD.
The proof is based upon some new decoupling inequalities for -valued martingale
difference sequences.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -