On conditional expectations in L^p( ;L^q( ;X))

DOI10.1007/S11117-018-0589-YMaRDI QIDQ2633888zbMATH OpenOpenAlexFDO

Authors Jan van Neerven, Qi Lu

Publication date 10 May 2019

Published in Positivity (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1606.02780

zbMATH Keywords

conditional expectations in \(L^p(\mudual of \(L_{\mathscr {F}}^p(\muL^q(\nuRadon-Nikodým propertyx))\)X))\)

Mathematics Subject Classification ID

Spaces of vector- and operator-valued functions (46E40) Linear operators on function spaces (general) (47B38) Positive linear operators and order-bounded operators (47B65) Probabilistic measure theory (60A10)

Abstract: Let $(A,mathscrA,mu)$ and $(B,mathscrB,u)$ be probability spaces, let $mathscrF$ be a sub-$sigma$-algebra of the product $sigma$-algebra $mathscrAimesmathscrB$, let $X$ be a Banach space, and let $1<p,q<infty$. We obtain necessary and sufficient conditions in order that the conditional expectation with respect to $mathscrF$ defines a bounded linear operator from $L^p(mu;L^q(u;X))$ onto $L_{mathscrF}^p(mu;L^q(u;X))$, the closed subspace in $L^p(mu;L^q(u;X))$ of all functions having a strongly $mathscrF$-measurable representative.

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Cites work

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Cited in

(21)

• A characterization of conditional expectations for \(L_{\infty}(X)\)- valued functions
• On conditional expectation operators on L(\(\mu\) ,X) \((1\leq p\leq +\infty\), p\(\neq 2)\)
• Extreme points of Banach lattices related to conditional expectations
• A characterization for the boundedness of positive operators in a filtered measure space
• On the geometry of conditional expectations treated as projections on the L^2-space
• Constructive representation for conditional mathematical expectation
• L^p-spaces with respect to conditional expectation on Riesz spaces
• Conditional expectations of random linear operators in Banach spaces
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• A conditional expectation type operator on \(L^{p}\) spaces
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• scientific article; zbMATH DE number 18812 (Why is no real title available?)
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• scientific article; zbMATH DE number 1513336 (Why is no real title available?)
• EXTREME POINTS OF CERTAIN BANACH SPACES RELATED TO CONDITIONAL EXPECTATIONS
• Holder Equality for Conditional Expectations with Application to Linear Monotone Operators
• Uniform boundedness of conditional expectation operators on a Banach function space
• Sharp estimates for conditionally centered moments and for compact operators on Lp$L^p$ spaces
• The homotopy type of the linear group of Lebesgue-Bochner and Besov spaces
• Conditional multipliers and essential norm of uC_ between L^p spaces

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