On some Banach spaces of martingales associated with function spaces
Masato Kikuchi
Abstract
Masato Kikuchi
Abstract
Abstract. Let X be a Banach function space over a nonatomic probability space and let be a filtration. We consider two Banach spaces of martingales and that are associated with X and . One of our results is a characterization of Banach function spaces X such that for every filtration .
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Abstract. Let X be a Banach function space over a nonatomic probability space and let be a filtration. We consider two Banach spaces of martingales and that are associated with X and . One of our results is a characterization of Banach function spaces X such that for every filtration .
Key concepts: Mathematics, Banach space, Filtration (mathematics), Interpolation space, Function space, Eberlein–Šmulian theorem, Banach manifold, Characterization (materials science)