The Radon-Nikodym theorem and the mean convergence of Banach space valued martingales

1969 ◽  
Vol 21 (1) ◽  
pp. 139-139 ◽  
Author(s):  
J. J. Uhl
Author(s):  
S. Okada ◽  
W. J. Ricker

AbstractLet m be a vector measure with values in a Banach space X. If L1(m) denotes the space of all m integrable functions then, with respect to the mean convergence topology, L1(m) is a Banach space. A natural operator associated with m is its integration map Im which sends each f of L1(m) to the element ∫fdm (of X). Many properties of the (continuous) operator Im are closely related to the nature of the space L1(m). In general, it is difficult to identify L1(m). We aim to exhibit non-trivial examples of measures m in (non-reflexive) spaces X for which L1(m) can be explicitly computed and such that Im is not weakly compact. The examples include some well known operators from analysis (the Fourier transform on L1 ([−π, π]), the Volterra operator on L1 ([0, 1]), compact self-adjoint operators in a Hilbert space); such operators can be identified with integration maps Im (or their restrictions) for suitable measures m.


1950 ◽  
Vol 72 (4) ◽  
pp. 792 ◽  
Author(s):  
G. Milton Wing

Stochastics ◽  
2021 ◽  
pp. 1-19
Author(s):  
Pingyan Chen ◽  
Manuel Ordóñez Cabrera ◽  
Andrew Rosalsky ◽  
Andrei Volodin

2006 ◽  
Vol 11 (3) ◽  
pp. 331-346 ◽  
Author(s):  
S. B. Yakubovich

We study certain isometries between Hilbert spaces, which are generated by the bilateral Laplace transform In particular, we construct an analog of the Bargmann‐Fock type reproducing kernel Hilbert space related to this transformation. It is shown that under some integra‐bility conditions on $ the Laplace transform FF(z), z = x + iy is an entire function belonging to this space. The corresponding isometrical identities, representations of norms, analogs of the Paley‐Wiener and Plancherel's theorems are established. As an application this approach drives us to a different type of real inversion formulas for the bilateral Laplace transform in the mean convergence sense.


2010 ◽  
Vol 62 (6) ◽  
pp. 943-960 ◽  
Author(s):  
V. P. Motornyi ◽  
S. V. Goncharov ◽  
P. K. Nitiema

2011 ◽  
Vol 53 (3) ◽  
pp. 583-598 ◽  
Author(s):  
IOANA GHENCIU ◽  
PAUL LEWIS

AbstractIn this paper we study non-complemented spaces of operators and the embeddability of ℓ∞ in the spaces of operators L(X, Y), K(X, Y) and Kw*(X*, Y). Results of Bator and Lewis [2, 3] (Bull. Pol. Acad. Sci. Math.50(4) (2002), 413–416; Bull. Pol. Acad. Sci. Math.549(1) (2006), 63–73), Emmanuele [8–10] (J. Funct. Anal.99 (1991), 125–130; Math. Proc. Camb. Phil. Soc.111 (1992), 331–335; Atti. Sem. Mat. Fis. Univ. Modena42(1) (1994), 123–133), Feder [11] (Canad. Math. Bull.25 (1982), 78–81) and Kalton [16] (Math. Ann.208 (1974), 267–278), are generalised. A vector measure result is used to study the complementation of the spaces W(X, Y) and K(X, Y) in the space L(X, Y), as well as the complementation of K(X, Y) in W(X, Y). A fundamental result of Drewnowski [7] (Math. Proc. Camb. Phil. Soc. 108 (1990), 523–526) is used to establish a result for operator-valued measures, from which we obtain as corollaries the Vitali–Hahn–Saks–Nikodym theorem, the Nikodym Boundedness theorem and a Banach space version of the Phillips Lemma.


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