Martingale hardy spaces for 0

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Abstract

The relation between the usually considered martingale Hardy spaces is examined. It will be shown that if the stochastic basis is regular, then all these Hardy spaces are equivalent. An atomic description of the spaces Hp - and Pp will be given for 0p generated by the dual space of Hp p - will be determined in the case when all σ-algebras are generated by countably many atoms. Furthermore, we shall show in this case that the dual of VMO1 is H1 -.

Original languageEnglish
Pages (from-to)361-376
Number of pages16
JournalProbability Theory and Related Fields
Volume84
Issue number3
DOIs
Publication statusPublished - Sep 1990

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Hardy Space
Martingale
Dual space
Algebra

ASJC Scopus subject areas

  • Statistics and Probability
  • Analysis
  • Mathematics(all)

Cite this

Martingale hardy spaces for 0. / Weisz, F.

In: Probability Theory and Related Fields, Vol. 84, No. 3, 09.1990, p. 361-376.

Research output: Contribution to journalArticle

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