Martingale operators and Hardy spaces generated by them

Ferenc Weisz

Studia Mathematica (1995)

  • Volume: 114, Issue: 1, page 39-70
  • ISSN: 0039-3223

Abstract

top
Martingale Hardy spaces and BMO spaces generated by an operator T are investigated. An atomic decomposition of the space H p T is given if the operator T is predictable. We generalize the John-Nirenberg theorem, namely, we prove that the B M O q spaces generated by an operator T are all equivalent. The sharp operator is also considered and it is verified that the L p norm of the sharp operator is equivalent to the H p T norm. The interpolation spaces between the Hardy and BMO spaces are identified by the real method. Martingale inequalities between Hardy spaces generated by two different operators are considered. In particular, we obtain inequalities for the maximal function, for the q-variation and for the conditional q-variation. The duals of the Hardy spaces generated by these special operators are characterized.

How to cite

top

Weisz, Ferenc. "Martingale operators and Hardy spaces generated by them." Studia Mathematica 114.1 (1995): 39-70. <http://eudml.org/doc/216179>.

@article{Weisz1995,
abstract = {Martingale Hardy spaces and BMO spaces generated by an operator T are investigated. An atomic decomposition of the space $H_\{p\}^\{T\}$ is given if the operator T is predictable. We generalize the John-Nirenberg theorem, namely, we prove that the $BMO_q$ spaces generated by an operator T are all equivalent. The sharp operator is also considered and it is verified that the $L_p$ norm of the sharp operator is equivalent to the $H_\{p\}^\{T\}$ norm. The interpolation spaces between the Hardy and BMO spaces are identified by the real method. Martingale inequalities between Hardy spaces generated by two different operators are considered. In particular, we obtain inequalities for the maximal function, for the q-variation and for the conditional q-variation. The duals of the Hardy spaces generated by these special operators are characterized.},
author = {Weisz, Ferenc},
journal = {Studia Mathematica},
keywords = {martingale operators; martingale Hardy spaces; BMO spaces; interpolation spaces; martingale inequalities; duals of the Hardy spaces; special operators},
language = {eng},
number = {1},
pages = {39-70},
title = {Martingale operators and Hardy spaces generated by them},
url = {http://eudml.org/doc/216179},
volume = {114},
year = {1995},
}

TY - JOUR
AU - Weisz, Ferenc
TI - Martingale operators and Hardy spaces generated by them
JO - Studia Mathematica
PY - 1995
VL - 114
IS - 1
SP - 39
EP - 70
AB - Martingale Hardy spaces and BMO spaces generated by an operator T are investigated. An atomic decomposition of the space $H_{p}^{T}$ is given if the operator T is predictable. We generalize the John-Nirenberg theorem, namely, we prove that the $BMO_q$ spaces generated by an operator T are all equivalent. The sharp operator is also considered and it is verified that the $L_p$ norm of the sharp operator is equivalent to the $H_{p}^{T}$ norm. The interpolation spaces between the Hardy and BMO spaces are identified by the real method. Martingale inequalities between Hardy spaces generated by two different operators are considered. In particular, we obtain inequalities for the maximal function, for the q-variation and for the conditional q-variation. The duals of the Hardy spaces generated by these special operators are characterized.
LA - eng
KW - martingale operators; martingale Hardy spaces; BMO spaces; interpolation spaces; martingale inequalities; duals of the Hardy spaces; special operators
UR - http://eudml.org/doc/216179
ER -

References

top
  1. [1] N. Asmar and S. Montgomery-Smith, Littlewood-Paley theory on solenoids, Colloq. Math. 65 (1993), 69-82. 
  2. [2] N. L. Bassily and J. Mogyoródi, On the B M O Φ -spaces with general Young function, Ann. Univ. Sci. Budapest Eötvös Sect. Math. 27 (1984), 215-227. Zbl0581.60036
  3. [3] C. Bennett and R. Sharpley, Interpolation of Operators, Pure and Appl. Math. 129, Academic Press, New York, 1988. Zbl0647.46057
  4. [4] J. Bergh and J. Löfström, Interpolation Spaces. An Introduction, Springer, Berlin, 1976. Zbl0344.46071
  5. [5] A. Bernard et B. Maisonneuve, Décomposition atomique de martingales de la classe H 1 , in: Séminaire de Probabilités XI, Lecture Notes in Math. 581, Springer, Berlin, 1977, 303-323. Zbl0384.60032
  6. [6] O. Blasco, Interpolation between H B 0 1 and L B 1 p , Studia Math. 92 (1989), 205-210. 
  7. [7] O. Blasco and Q. Xu, Interpolation between vector-valued Hardy spaces, J. Funct. Anal. 102 (1991), 331-359. Zbl0759.46066
  8. [8] D. L. Burkholder, Distribution function inequalities for martingales, Ann. Probab. 1 (1973), 19-42. Zbl0301.60035
  9. [9] D. L. Burkholder, B. J. Davis and R. F. Gundy, Integral inequalities for convex functions of operators on martingales, in: Proc. Sixth Berkeley Sympos. Math. Statist. and Probab., Univ. of California Press, 1972, 223-240. Zbl0253.60056
  10. [10] D. L. Burkholder and R. F. Gundy, Extrapolation and interpolation of quasi-linear operators on martingales, Acta Math. 124 (1970), 249-304. Zbl0223.60021
  11. [11] L. Chevalier, Démonstration atomique des inégalités de Burkholder-Davis-Gundy, Ann. Sci. Univ. Clermont-Ferrand 67 (1979), 19-24. Zbl0406.60039
  12. [12] R. R. Coifman and G. Weiss, Extensions of Hardy spaces and their use in analysis, Bull. Amer. Math. Soc. 83 (1977), 569-645. Zbl0358.30023
  13. [13] B. J. Davis, On the integrability of the martingale square function, Israel J. Math. 8 (1970), 187-190. Zbl0211.21902
  14. [14] C. Fefferman, N. M. Rivière and Y. Sagher, Interpolation between H p spaces: the real method, Trans. Amer. Math. Soc. 191 (1974), 75-81. Zbl0285.41006
  15. [15] C. Fefferman and E. M. Stein, H p spaces of several variables, Acta Math. 129 (1972), 137-194. Zbl0257.46078
  16. [16] A. M. Garsia, Martingale Inequalities. Seminar Notes on Recent Progress, Math. Lecture Notes Ser., Benjamin, New York, 1973. 
  17. [17] R. Hanks, Interpolation by the real method between BMO, L α ( 0 < α < ) and H α (0< α< ∞), Indiana Univ. Math. J. 26 (1977), 679-689. 
  18. [18] C. Herz, Bounded mean oscillation and regulated martingales, Trans. Amer. Math. Soc. 193 (1974), 199-215. Zbl0321.60041
  19. [19] C. Herz, H p -spaces of martingales, 0<p ≤ 1, Z. Wahrsch. Verw. Gebiete 28 (1974), 189-205. Zbl0269.60040
  20. [20] P. Hitczenko, Upper bounds for the L p -norms of martingales, Probab. Theory Related Fields 86 (1990), 225-238. Zbl0677.60017
  21. [21] S. Janson and P. Jones, Interpolation between H p spaces: the complex method, J. Funct. Anal. 48 (1982), 58-80. Zbl0507.46047
  22. [22] F. John and L. Nirenberg, On functions of bounded mean oscillation, Comm. Pure Appl. Math. 14 (1961), 415-426. Zbl0102.04302
  23. [23] D. Lepingle, La variation d'ordre p des semi-martingales, Z. Wahrsch. Verw. Gebiete 36 (1976), 295-316. Zbl0325.60047
  24. [24] D. Lepingle, Quelques inégalités concernant les martingales, Studia Math. 59 (1976), 63-83. Zbl0413.60046
  25. [25] M. Milman, On interpolation of martingale L p spaces, Indiana Univ. Math. J. 30 (1981), 313-318. Zbl0501.46066
  26. [26] J. Neveu, Discrete-Parameter Martingales, North-Holland, 1971. 
  27. [27] G. Pisier and Q. Xu, The strong p-variation of martingales and orthogonal series, Probab. Theory Related Fields 77 (1988), 497-514. Zbl0632.60004
  28. [28] M. Pratelli, Sur certains espaces de martingales localement de carré intégrable, in: Séminaire de Probabilités X, Lecture Notes in Math. 511, Springer, Berlin, 1976, 401-413. 
  29. [29] N. M. Rivière and Y. Sagher, Interpolation between L and H 1 , the real method, J. Funct. Anal. 14 (1973), 401-409. 
  30. [30] H. P. Rosenthal, On the subspaces of L p ( p > 2 ) spanned by sequences of independent random variables, Israel J. Math. 8 (1970), 273-303. Zbl0213.19303
  31. [31] F. Schipp, The dual space of martingale VMO space, in: Proc. Third Pannonian Sympos. Math. Statist., Visegrád, 1982, 305-315. 
  32. [32] E. M. Stein, Topics in Harmonic Analysis, Princeton Univ. Press, 1970. Zbl0193.10502
  33. [33] J.-O. Strömberg, Bounded mean oscillation with Orlicz norms and duality of Hardy spaces, Indiana Univ. Math. J. 28 (1979), 511-544. Zbl0429.46016
  34. [34] F. Weisz, Interpolation between martingale Hardy and BMO spaces, the real method, Bull. Sci. Math. 116 (1992), 145-158. Zbl0776.46018
  35. [35] F. Weisz, Martingale Hardy spaces for 0<p ≤ 1, Probab. Theory Related Fields 84 (1990), 361-376. Zbl0687.60046
  36. [36] F. Weisz, Martingale Hardy Spaces and Their Applications in Fourier-Analysis, Lecture Notes in Math. 1568, Springer, Berlin, 1994. Zbl0796.60049
  37. [37] T. H. Wolff, A note on interpolation spaces, in: Lecture Notes in Math. 908, Springer, Berlin, 1982, 199-204. 
  38. [38] K. Yosida, Functional Analysis, Springer, Berlin, 1980. 

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.