On Lipschitz maps, martingales, and the Radon-Nikodým property for \(\mathsf{F}\)-spaces (Q305857)

Theorems 3.2, 3.3 and Proposition 3.4 extend a result of L. Popova on the isometric isomorphisms of the spaces \(\mathcal L(L_p)\) of all continuous linear operators on \(L_p\) for \(0 <p \leq 1\) to the space of all Lipschitz functions \(F:I \to L_p\) with \(F(0)=0\), where \(I = [0,1]\), and to the space of all \(L_p\)-valued dyadic martingales. So, Theorem~3.2 asserts that, if \(X\) is a \(p\)-convex \(F\)-space, then the space \(\mathcal{B}(L_p,X)\) of all continuous linear operators from \(L_p\) to \(X\) and the space \(\text{Lip}(I,X)\) of all Lipschitz maps from \(I\) to \(X\) are isometrically isomorphic by means of the natural linear isometry given by \(F_T(t) = T(\chi_{[0,t]})\), \(T \in \mathcal{B}(L_p,X)\), \(t \in I\). Then the authors deal with the following so-called Gelfand-Fréchet property of a nonlocally convex quasi-Banach space \(X\) (which is a natural generalization of the Radon-Nikodým property of Banach spaces): every Lipschitz function \(F: I \to X\) is strongly differentiable. One of Kalton's result asserts that, if \(X\) has trivial dual, then there is a nonzero \(F \in \text{Lip}(I,X)\) with \(F'=0\). By contrast, Theorem~4.2 states that, if \(X^*\) separates points, then there is a bounded function \(f \in L_\infty(I,X)\) having no Lipschitz primitive. One of the main results (Theorem~4.5) asserts that, if a quasi-Banach space \(X\) has a boundedly complete basis, then every \(F \in \text{Lip}(I,X)\) is weakly differentiable almost everywhere.