Holder Equality for Conditional Expectations with Application to Linear Monotone Operators

DOI10.1137/S0040585X98018XMaRDI QIDQ4830845zbMATH OpenOpenAlexFDO

Authors Giulia Di Nunno

Publication date 16 December 2004

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x98018x

zbMATH Keywords

\(L_p\)-spaceslinear monotone operatorslinear monotone extensions

Mathematics Subject Classification ID

Linear operators on function spaces (general) (47B38) Probabilistic measure theory (60A10)

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Cited in

(6)

• Lower and upper bounds of martingale measure densities in continuous time markets
• Price operators analysis in \(L_p\)-spaces
• Disintegration of dominated monotone sublinear functionals on the space of measurable functions
• Representation of convex operators and their static and dynamic sandwich extensions
• Isotonic approximation in \(L_{1}\)
• Sharp estimates for conditionally centered moments and for compact operators on Lp$L^p$ spaces

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