Martingale Morrey-Hardy and Campanato-Hardy spaces (Q2443746)

Summary: We introduce generalized Morrey-Campanato spaces of martingales, which generalize both the martingale Lipschitz spaces introduced by \textit{F. Weisz} [Probab. Theory Relat. Fields 84, No.~3, 361--376 (1990; Zbl 0687.60046)] and the martingale Morrey-Campanato spaces introduced in [\textit{E. Nakai} and \textit{G. Sadasue}, J. Funct. Spaces Appl. 2012, Article ID 673929, 29 p. (2012; Zbl 1254.46035)]. We also introduce generalized Morrey-Hardy and Campanato-Hardy spaces of martingales and study Burkholder-type equivalence. We give some results on the boundedness of fractional integrals of martingales on these spaces.