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Sobolev martingales. (English) Zbl 1489.60071

The authors provide a study on atoms’ structure on discrete tree spaces. They compare martingales’ properties on these tree-spaces and the corresponding properties in the case where random variables of a martingale process lie in classes of Banach Spaces, like Lorentz spaces. A special case of theses results is the one of Sobolev spaces or isomorphic copies of them.

MSC:

60G46 Martingales and classical analysis
46E35 Sobolev spaces and other spaces of “smooth” functions, embedding theorems, trace theorems
Full Text: DOI

References:

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