4.4 Article

Martingale Orlicz-Hardy spaces

Journal

MATHEMATISCHE NACHRICHTEN
Volume 285, Issue 5-6, Pages 670-686

Publisher

WILEY-V C H VERLAG GMBH
DOI: 10.1002/mana.201000109

Keywords

Martingale; Orlicz-Hardy space; atomic decomposition; Hardy space; Campanato space; bounded mean oscillation; MSC (2010) Primary: 60G46; Secondary: 42B30; 46E30; 42B35

Categories

Funding

  1. Japan Society for the Promotion of Science [20540167]
  2. Grants-in-Aid for Scientific Research [20540167, 24540159, 23340034] Funding Source: KAKEN

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The purpose of this paper is to introduce five martingale Orlicz-Hardy spaces and to establish the atomic decomposition theorem. As applications we show the relation among five martingale Orlicz-Hardy spaces and the duality, namely, the dual of martingale Orlicz-Hardy spaces are generalized martingale Campanato spaces. Further, we prove a John-Nirenberg type inequality for generalized martingale Campanato spaces when the stochastic basis is regular.

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