English

On conditional expectations in L^p(mu;L^q(nu;X))

Functional Analysis 2018-05-04 v4 Probability

Abstract

Let (A,A,μ)(A,\mathscr{A},\mu) and (B,B,ν)(B,\mathscr{B},\nu) be probability spaces, let F\mathscr{F} be a sub-σ\sigma-algebra of the product σ\sigma-algebra A×B\mathscr{A}\times\mathscr{B}, let XX be a Banach space, and let 1<p,q<1< p,q< \infty. We obtain necessary and sufficient conditions in order that the conditional expectation with respect to F\mathscr{F} defines a bounded linear operator from Lp(μ;Lq(ν;X))L^p(\mu;L^q(\nu;X)) onto LFp(μ;Lq(ν;X))L^p_{\mathscr{F}}(\mu;L^q(\nu;X)), the closed subspace in Lp(μ;Lq(ν;X))L^p(\mu;L^q(\nu;X)) of all functions having a strongly F\mathscr{F}-measurable representative.

Keywords

Cite

@article{arxiv.1606.02780,
  title  = {On conditional expectations in L^p(mu;L^q(nu;X))},
  author = {Qi Lu and Jan van Neerven},
  journal= {arXiv preprint arXiv:1606.02780},
  year   = {2018}
}

Comments

A further corollary has been added

R2 v1 2026-06-22T14:21:11.638Z