Theory of Hp-spaces for continuous filtrations in von neumann algebras

Marius Junge, Mathilde Perrin

Research output: Contribution to journalArticlepeer-review

Abstract

We introduce Hardy spaces for martingales with respect to continuous filtration for von Neumann algebras. In particular we prove the analogues of the Burkholder-Gundy and Burkholder-Rosenthal inequalities in this setting. The usual arguments using stopping times in the commutative case are replaced by tools from noncommutative function theory and allow us to obtain the analogue of the Feffermann-Stein duality and prove a noncommutative Davis decomposition.

Original languageEnglish (US)
Pages (from-to)1-140
Number of pages140
JournalAsterisque
Volume362
StatePublished - 2014

Keywords

  • Continuous filtration
  • Hardy spaces
  • Noncommutative L-spaces
  • Noncommutative martingales

ASJC Scopus subject areas

  • General Mathematics

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