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 on a filtered probability space can we find another function (a multiplier) , , such that the function 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.
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