Meilleures approximations et médianes conditionnelles (Q1065303)

We study existence and properties of best approximants of a random variable X in a general Köthe space with respect to a given sub \(\sigma\)-field. In particular if \({\mathbb{E}}\) is a weakly sequentially complete Banach lattice and \({\mathbb{F}}^ a \)sub-Banach lattice, we show, for every point of \({\mathbb{E}}\), the existence of a best approximant in \({\mathbb{F}}\). In a second part, we study minima of functions \(Y\to E\Phi (X- Y)\) for a general, null at zero, convex function \(\Phi\). We then give some properties of sequence of best approximants of a r.v. X following a given filtration.