Variable Exponent Function Spaces related to a Sublinear Expectation

الملخص EN

In this paper, variable exponent function spaces L p · , L b p · , and L c p · are introduced in the framework of sublinear expectation, and some basic and important properties of these spaces are given.

A version of Kolmogorov’s criterion on variable exponent function spaces is proved for continuous modification of stochastic processes.