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

DOI10.5802/AMBP.409MaRDI QIDQ2695201zbMATH OpenFDO

Authors Masato Kikuchi

Publication date 30 March 2023

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

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

Banach function spacepredictable projectionoptional projection

Mathematics Subject Classification ID

Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) General theory of stochastic processes (60G07)

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Cited in

(4)

• Sharp \(L^1(\ell^q)\) estimate for a sequence and its predictable projection
• scientific article; zbMATH DE number 816092 (Why is no real title available?)
• Andô-Douglas type characterization of optional projections and predictable projections
• scientific article; zbMATH DE number 18228 (Why is no real title available?)

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