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Holder Equality for Conditional Expectations with Application to Linear Monotone Operators

机译:有条件期望的持有人平等及其在线性单调算子上的应用

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摘要

In a standard space L_p = L_p(Ω,U,P) 1 ≤ p < ∞, for a given factor f and a σ-algebra B is contained in U, a certain criterion is derived for a conditional expectation x(X) = E(Xf|B) to represent a continuous linear operator over X ∈L_p. As an application, the above representation (with the corresponding factor f ≥ 0) is considered for a general linear monotone operator x(X), given on an arbitrary subcone K is contained in L_p~+ in L_p~+ = {X ∈ L_p : X ≥ 0}.
机译:在标准空间L_p = L_p(Ω,U,P)1≤p <∞中,对于给定因子f,并且U中包含σ代数B,对于条件期望x(X)= E(Xf | B)表示X∈L_p上的连续线性算子。作为一种应用,对于一般的线性单调算子x(X),可以考虑以上表示形式(具有对应的f≥0),它在L_p〜+ = {X∈L_p :X≥0}。

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