{
  "id": "1606.04350",
  "version": "v1",
  "published": "2016-06-14T13:35:24.000Z",
  "updated": "2016-06-14T13:35:24.000Z",
  "title": "Stochastic integrals and BDG's inequalities in Orlicz-type spaces",
  "authors": [
    "Yingchao Xie",
    "Xicheng Zhang"
  ],
  "comment": "17pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper we extend an inequality of Lenglart, L\\'epingle and Pratelli \\cite[Lemma 1.1]{LLP} to general continuous adapted stochastic processes with values in topology spaces. By this inequality we show Burkholder-Davies-Gundy's inequality for stochastic integrals in Orlicz-type spaces (a class of quasi-Banach spaces) with respect to cylindrical Brownian motions.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2016-06-14T13:35:24.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H05"
    ],
    "keywords": [
      "stochastic integrals",
      "orlicz-type spaces",
      "bdgs inequalities",
      "general continuous adapted stochastic processes",
      "topology spaces"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 17,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}