Interpolation between continuous parameter martingale Hardy-Lorentz and BMO spaces (Q2317454): Difference between revisions

\textit{F. Weisz} [Acta Math. Hung. 68, No. 1--2, 37--54 (1995; Zbl 0830.60039)] introduced Hardy-, Hardy-Lorentz- and BMO-spaces of continuous time (local) martingales and showed several interpolation results for the real method. In the present paper, his methods and results are extended to include the case of Lorentz spaces $\Lambda_q(\varphi)$ (instead of $L_{p,q}$) and real interpolation with respect to a function parameter $\varrho(.)$ (i.e., $({-},{-})_{\varrho,q}$ instead of $({-},{-})_{\theta,q}$). Sample result (see the paper for notation): $$ (H_{p_0,q_0}^{\langle\rangle}, H_{p_1,q_1}^{\langle\rangle})_{\varrho, q} =\Lambda_q^{\langle\rangle} \bigl(t^{1/p_0} / \varrho(t^{1/p_0 - 1/q_0})\bigr).$$