English

On multipliers into martingale $SL^\infty$ spaces for arbitrary filtrations

Probability 2023-09-08 v2 Classical Analysis and ODEs Functional Analysis

Abstract

In this paper we study the following problem: for a given bounded positive function ff on a filtered probability space can we find another function (a multiplier) mm, 0m10\le m\le 1, such that the function mfmf is not ``too small'' but its square function is bounded? We explicitly show how to construct such multipliers for the usual martingale square function and for so-called conditional square function. Besides that, we show that for the usual square function more general statement can be obtained by application of a non-constructive abstract correction theorem by S. V. Kislyakov.

Keywords

Cite

@article{arxiv.2303.08041,
  title  = {On multipliers into martingale $SL^\infty$ spaces for arbitrary filtrations},
  author = {Anton Tselishchev},
  journal= {arXiv preprint arXiv:2303.08041},
  year   = {2023}
}

Comments

17 pages

R2 v1 2026-06-28T09:16:51.939Z