On some martingale inequalities for mean oscillations in weak spaces

Kikuchi, Masato

doi:10.1007/s11587-015-0224-1

Cited by 5 publications

(1 citation statement)

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“…Moreover, more martingale inequalities were recently studied by Ose ¸kowski [61,62], Kikuchi [44,45,46] and Ho [31,30]. Especially, Bañuelos and Ose ¸kowski studied the weighted martingale inequalities in [3,4].…”

Section: Introductionmentioning

confidence: 99%

New martingale inequalities and applications to Fourier analysis

et al. 2019

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Let (Ω, F , P) be a probability space and ϕ : Ω × [0, ∞) → [0, ∞) be a Musielak-Orlicz function. In this article, the authors prove that the Doob maximal operator is bounded on the Musielak-Orlicz space L ϕ (Ω). Using this and extrapolation method, the authors then establish a Fefferman-Stein vector-valued Doob maximal inequality on L ϕ (Ω). As applications, the authors obtain the dual version of the Doob maximal inequality and the Stein inequality for L ϕ (Ω), which are new even in weighted Orlicz spaces. The authors then establish the atomic characterizations of martingale Musielak-Orlicz Hardy spaces H s ϕ (Ω), P ϕ (Ω), Q ϕ (Ω), H S ϕ (Ω) and H M ϕ (Ω). From these atomic characterizations, the authors further deduce some martingale inequalities between different martingale Musielak-Orlicz Hardy spaces, which essentially improve the corresponding results in Orlicz space case and are also new even in weighted Orlicz spaces. By establishing the Davis decomposition on H S ϕ (Ω) and H M ϕ (Ω), the authors obtain the Burkholder-Davis-Gundy inequality associated with Musielak-Orlicz functions. Finally, using the previous martingale inequalities, the authors prove that the maximal Fejér operator is bounded from H ϕ [0, 1) to L ϕ [0, 1), which further implies some convergence results of the Fejér means; these results are new even for the weighted Hardy spaces.

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