Maximal and generalized fractional integral operators in grand Morrey martingale spaces (Q2330048)

The authors define grand Morrey martingale spaces corresponding to the grand Morrey spaces introduced by \textit{A. Meskhi} [Complex Var. Elliptic Equ. 56, No. 10--11, 1003--1019 (2011; Zbl 1261.42022)] in an analytical context as were the original Morrey spaces. They prove for these martingale spaces an analog of Doob's maximal inequality and establish the boundedness of generalized fractional integrals which are the same as the martingale transforms proposed by \textit{D. L. Burkholder} [Ann. Math. Stat. 37, 1494--1504 (1966; Zbl 0306.60030)] adjusted to this framework. Applications to some special cases are given also. Relating the paper to the existing literature on several versions of Morrey martingale spaces, it is closest to work of \textit{E. Nakai} and \textit{G. Sadasue} [J. Funct. Spaces Appl. 2012, Article ID 673929, 29 p. (2012; Zbl 1254.46035)].