Acta mathematica scientia, Series B >
LORENTZ MARTINGALE SPACES AND INTERPOLATION
Received date: 2008-10-08
Revised date: 2009-06-28
Online published: 2010-07-20
In this article, the authors introduce some new Lorentz spaces for martingales, which are extensions of Hardy spaces of martingales. Then they discuss their basic properties, embedding relationships, and interpolation spaces between them, during which the use of rearrangement good-λ-inequality plays an important role.
Key words： Martingale; Lorentz space; weight; interpolation
FAN Li-Ping , JIAO Yong , LIU Pei-De . LORENTZ MARTINGALE SPACES AND INTERPOLATION[J]. Acta mathematica scientia, Series B, 2010 , 30(4) : 1143 -1153 . DOI: 10.1016/S0252-9602(10)60112-9
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