Continuity of conditional expectation in Orlicz spaces

Abstract

The continuity of conditional expectation on Orlicz spaces is investigated. Indeed, we provide some necessary and sufficient conditions on a sequence $\{\mathcal{A}_n\}_{n\in\mathbb{N}}$ of $\sigma$-subalgebras for $L^{\varphi}$-convergence of the related conditional expectations. Our results generalize similar results in $L^p$-spaces.