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arxiv: 0906.4434 · v1 · pith:HOKQWIZ5new · submitted 2009-06-24 · 🧮 math.OA · math.FA

A noncommutative Davis' decomposition for martingales

classification 🧮 math.OA math.FA
keywords noncommutativedavisdecompositionmartingalesspaceanaloguecaseclassical
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We prove an analogue of the classical Davis' decomposition for martingales in noncommutative L_p-spaces, involving the square functions. We also determine the dual space of the noncommutative conditioned Hardy space \h_1. We further extend this latter result to the case 1<p<2.

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