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Teoriya Veroyatnostei i ee Primeneniya, 2003, Volume 48, Issue 1, Pages 194–198
DOI: https://doi.org/10.4213/tvp311
(Mi tvp311)
 

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
Full-text PDF (685 kB) Citations (2)
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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
English version:
Theory of Probability and its Applications, 2004, Volume 48, Issue 1, Pages 177–181
DOI: https://doi.org/10.1137/S0040585X98018X
Bibliographic databases:
Document Type: Article
Language: English
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
Citation in format AMSBIB
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\jour Theory Probab. Appl.
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  • https://doi.org/10.4213/tvp311
  • https://www.mathnet.ru/eng/tvp/v48/i1/p194
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Теория вероятностей и ее применения Theory of Probability and its Applications
     
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