On some inequalities for the optional projection and the predictable projection of a discrete parameter process

Publication date: 30 March 2023

Published in: Annales Mathématiques Blaise Pascal (Search for Journal in Brave)

Banach function space; optional projection; predictable projection

46E30: Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.)

60G07: General theory of stochastic processes