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On some Banach spaces of martingales associated with function spaces

  • Masato Kikuchi EMAIL logo
Published/Copyright: June 29, 2012

Abstract.

Let X be a Banach function space over a nonatomic probability space and let be a filtration. We consider two Banach spaces of martingales and that are associated with X and . One of our results is a characterization of Banach function spaces X such that for every filtration .

Received: 2009-12-07
Revised: 2010-06-28
Published Online: 2012-06-29
Published in Print: 2012-07-01

© 2012 by Walter de Gruyter Berlin Boston

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