New variable martingale Hardy spaces

Jiao Yong; Zeng Dan; Zhou Dejian

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New variable martingale Hardy spaces

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摘要

We investigate various variable martingale Hardy spaces corresponding to variable Lebesgue spaces L-p(.) defined by rearrangement functions. In particular, we show that the dual of martingale variable Hardy space H-p(.)(s) with 0 < p- <= p + <= 1 can be described as a BMO-type space and establish martingale inequalities among these martingale IIardy spaces. Furthermore, we give an application of martingale inequalities in stochastic integral with Brownian motion.

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《Proceedings of the Royal Society of Edinburgh, Section A. Mathematics》 |2022年第2期|450-478|共29页
作者
Jiao Yong; Zeng Dan; Zhou Dejian;
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作者单位

Cent South Univ;

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正文语种英语
中图分类数学;
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variable exponent; rearrangement function; martingale inequalities; atomic decomposition; duality; MAXIMAL-FUNCTION; LEBESGUE SPACES; LORENTZ SPACES;

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New variable martingale Hardy spaces

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