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Noncommutative fractional integrals

Narcisse RandrianantoaninaLian Wu — 2015

Studia Mathematica

Let ℳ be a hyperfinite finite von Nemann algebra and ( k ) k 1 be an increasing filtration of finite-dimensional von Neumann subalgebras of ℳ. We investigate abstract fractional integrals associated to the filtration ( k ) k 1 . For a finite noncommutative martingale x = ( x k ) 1 k n L ( ) adapted to ( k ) k 1 and 0 < α < 1, the fractional integral of x of order α is defined by setting I α x = k = 1 n ζ k α d x k for an appropriate sequence ( ζ k ) k 1 of scalars. For the case of a noncommutative dyadic martingale in L₁() where is the type II₁ hyperfinite factor equipped...

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