数学物理学报(英文版) ›› 2018, Vol. 38 ›› Issue (1): 93-109.doi: 10.1016/S0252-9602(17)30119-4

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DOOB'S INEQUALITY, BURKHOLDER-GUNDY INEQUALITY AND MARTINGALE TRANSFORMS ON MARTINGALE MORREY SPACES

Kwok-Pun HO   

  1. Department of Mathematics and Information Technology, The Education University of Hong Kong, 10 Lo Ping Road, Tai Po, Hong Kong, China
  • 收稿日期:2016-12-23 修回日期:2017-04-26 出版日期:2018-02-25 发布日期:2018-02-25
  • 作者简介:Kwok-Pun HO,E-mail:vkpho@eduhk.hk

DOOB'S INEQUALITY, BURKHOLDER-GUNDY INEQUALITY AND MARTINGALE TRANSFORMS ON MARTINGALE MORREY SPACES

Kwok-Pun HO   

  1. Department of Mathematics and Information Technology, The Education University of Hong Kong, 10 Lo Ping Road, Tai Po, Hong Kong, China
  • Received:2016-12-23 Revised:2017-04-26 Online:2018-02-25 Published:2018-02-25

摘要:

We introduce the martingale Morrey spaces built on Banach function spaces. We establish the Doob's inequality, the Burkholder-Gundy inequality and the boundedness of martingale transforms for our martingale Morrey spaces. We also introduce the martingale block spaces. By the Doob's inequality on martingale block spaces, we obtain the Davis' decompositions for martingale Morrey spaces.

关键词: Morrey spaces,Banach function space, block spaces,Doob's inequality, Burkholder-Gundy inequality, martingale transform, Davis'decomposition, martingale

Abstract:

We introduce the martingale Morrey spaces built on Banach function spaces. We establish the Doob's inequality, the Burkholder-Gundy inequality and the boundedness of martingale transforms for our martingale Morrey spaces. We also introduce the martingale block spaces. By the Doob's inequality on martingale block spaces, we obtain the Davis' decompositions for martingale Morrey spaces.

Key words: Morrey spaces,Banach function space, block spaces,Doob's inequality, Burkholder-Gundy inequality, martingale transform, Davis'decomposition, martingale