Martingale Hardy spaces, BMO and VMO spaces with nonlinearly ordered stochastic basis (Q920475): Difference between revisions

Some duality results of martingale theory are generalized in the case when the stochastic basis is nonlinearly ordered. The concepts of \(\infty\)-atom and atomic Hardy space are introduced. Duality between atomic Hardy, BMO and VMO spaces are proved. The analogue of the classical Hardy inequality is given for Walsh-Fourier coefficients of functions belonging to the two-dimensional dyadic Hardy space. Some of these theorems are generalized for q-atoms in another paper of the author titled ``Atomic Hardy spaces'' (to appear in the same journal).