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Theory of H_p-spaces for continuous filtrations in von Neumann algebras

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arxiv 1301.2071 v2 pith:OQT2D7YT submitted 2013-01-10 math.OA math.FA

Theory of H_p-spaces for continuous filtrations in von Neumann algebras

classification math.OA math.FA
keywords algebrasburkholdercontinuousneumannnoncommutativeprovetheoryallow
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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.

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