|
This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
Hölder equality for conditional expectations with application to linear monotone operators
G. Di Nunno Dipartimento di Matematica dell'Università di Pavia
Abstract:
In a standard space $L_p=L_p(\Omega,\mathfrak{A},P)$, $1\le p<\infty$, for a given factor $f$ and a $\sigma$-algebra $\mathfrak{B}\subseteq\mathfrak{A} $, a certain criterion is derived for a conditional expectation $x(X)=E(Xf\,|\,\mathfrak{B})$ to represent a continuous linear operator over $X\in L_p$. As an application, the above representation (with the corresponding factor $f\ge 0$) is considered for a general linear monotone operator $x(X)$, $X\in K$, given on an arbitrary subcone $K\subseteq L_p^+ $ in $L_p^+ =\{X\in L_p:X\ge 0\}$.
Keywords:
conditional expectations, Hölder inequality, linear monotone operators, linear monotone extensions.
Received: 09.07.2000 Revised: 14.05.2002
Citation:
G. Di Nunno, “Hölder equality for conditional expectations with application to linear monotone operators”, Teor. Veroyatnost. i Primenen., 48:1 (2003), 194–198; Theory Probab. Appl., 48:1 (2004), 177–181
Linking options:
https://www.mathnet.ru/eng/tvp311https://doi.org/10.4213/tvp311 https://www.mathnet.ru/eng/tvp/v48/i1/p194
|
|