“…* < 2 m } and X* e U, we have lim m^0O (/ v -) n = / " and ||(/" 1 '-) B ||B < 2n2~m almost surely. Define, for each k such that P({v t^o o})^0, = 2 k 3P({v k jL oo}) 1^ and a k = ^' ( ( /^O n -(/"On); in other cases define Mi = 0. a\ = 0-The proof follows now the lines of the scalar case, see [17].…”
Section: A B-valued Martingale a = [A N ]mentioning
confidence: 85%
“…In particular, if we take \x n = inf x A. B as a consequence of the following well known result due to Davis (see [17]) in the scalar-valued case. The proof in the vector-valued setting is straightforward.…”
Let Bi, B2 be a pair of Banach spaces and T be a vector valued martingale transform (with respect to general filtration) which maps Bi-valued martingales into B 2 -valued martingales. Then, the following statements are equivalent: T is bounded from L p Ki into L^ for some p (or equivalently for every p) in the range 1 < p < 00; T is bounded from Ljjfj into BMO Kl ; T is bounded from BMO Bl into BMOn 2 ; T is bounded from H^ into H^. Applications to UMD and martingale cotype properties are given. We also prove that the Hardy space H^ defined in the case of a general filtration has nice dense sets and nice atomic decompositions if and only if B has the Radon-Nikodym property.2000 Mathematics subject classification: primary 60G42; secondary 60B11,46B20.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.