Embeddings between weak Orlicz martingale spaces (Q631853)

Some inequalities for martingale Hardy spaces are generalized to Banach space valued weak martingale Hardy-Orlicz spaces. The geometric properties of the Banach spaces are important. Amongst others, the Burkholder-Davis-Gundy inequality is generalized as well to Hilbert space valued martingales: \[ c_p\|\left(\sum_{n=1}^{\infty}|d_nf|^2\right)^{1/2}\|_{wL_\Phi} \leq \|\sup_{n}|f_n|\|_{wL_\Phi}\leq C_p\|\left(\sum_{n=1}^{\infty}|d_nf|^2\right)^{1/2}\|_{wL_\Phi}. \]