The predual and John-Nirenberg inequalities on generalized BMO martingale spaces (Q2826770)

In the paper under review, the authors introduce the generalized BMO martingale space which is described in the following way: let \({(\Omega, \mathcal{F}, \mathbb{P})}\) be a complete probability space and \({\{\mathcal{F}_n\}_{n\geq0}}\) be a stochastic basis, where \({\mathcal{F}_{-1}=\mathcal{F}_0}\) and \({\mathcal{F}=\sigma(\cup_n\mathcal{F}_n)}.\) The martingale \({f=(f_n)_{n\geq0}}\) belongs to the space \(\mathrm{BMO}_{r,q}(\alpha)\) for \({1\leq r,q<\infty}\) and \({\alpha\geq0}\) if \({f\in L_r}\) and NEWLINE\[NEWLINE \|f\|_{\mathrm{BMO}_{r,q}(\alpha)}=\sup\frac{\sum_{k\in\mathbb{Z}}2^k\mathbb{P}(\nu_k<\infty)^{1-1/r}\|f-f^{\nu_k}\|_r}{\left(\sum_{k\in\mathbb{Z}}(2^k\mathbb{P}(\nu_k<\infty)^{1+\alpha})^q\right)^{1/q}}, NEWLINE\]NEWLINE where the supremum is taken over all stopping time sequences \({\{\nu_k\}_{k\in\mathbb{Z}}}\) for which \({\{2^k\mathbb{P}(\nu_k<\infty)^{1+\alpha}\}_{k\in\mathbb{Z}}\in\ell_q}.\)NEWLINENEWLINEThe first main result of the paper (generalized John-Nirenberg theorem) states that for regular stochastic bases one has NEWLINE\[NEWLINE \mathrm{BMO}_{r,q}(\alpha)=\mathrm{BMO}_{2,q}(\alpha) NEWLINE\]NEWLINE and the corresponding norms are equivalent. The second main result is devoted to the characterization of the dual spaces of martingale Hardy-Lorentz spaces \(H^s_{p,q}.\) In particular, the authors prove that for \({0<p\leq1}\) and \({1<q<\infty}\) NEWLINE\[NEWLINE (H^s_{p,q})^*=\mathrm{BMO}_{2,q}(1/p-1). NEWLINE\]NEWLINE At the end of paper, the authors investigate the problem of the boundedness of fractional integrals on martingale Hardy-Lorentz spaces.