On some inequalities for Doob decompositions in Banach function spaces (Q611986)

Let \(\Phi : \mathbb R\rightarrow [0, \infty)\) be a Young function and let \(f=(f_n)_{n\in\mathbb Z_+}\) be a martingale such that \(\Phi(f_n) \in L^1\) for any \(n \in \mathbb Z_+\). Then the process \(\Phi(f)=(\Phi(f_n))_{n \in \mathbb Z_+}\) can be uniquely decomposed as \(\Phi(f_n)=g_n+h_n\), where \(g=(g_n)_{n \in \mathbb Z_+}\) is a martingale and \(h=(h_n)_{n \in \mathbb Z_+}\) is a predictable nondecreasing process such that \(h_0=0\) almost surely. The main results of the paper refer to the characterization of those Banach function spaces \(X\) satisfying the inequality \(\|h_\infty\|_X\leq C\|\Phi(Mf)\|_X\) and those satisfying the inequality \(\|h_\infty\|_X\leq C\|\Phi(Sf)\|_X\), where \(Mf\) and \(Sf\) denote the maximal and the square function of \(f\), respectively, and \(h_\infty=\sup_{n\in\mathbb Z_+}h_n\). A Banach function space \(X\) is a (real) Banach space of measurable functions (random variables) which is a Banach lattice such that \(L^\infty\hookrightarrow X \hookrightarrow L^1\).