Martingale Hardy spaces with variable exponents

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Abstract: In this paper, we introduce Hardy spaces with variable exponents defined on a probability space and develop the martingale theory of variable Hardy spaces. We prove the weak type and strong type inequalities on Doob's maximal operator and get a (1,p(cdot),infty)-atomic decomposition for Hardy martingale spaces associated with conditional square functions. As applications, we obtain a dual theorem and the John-Nirenberg inequalities in the frame of variable exponents. The key ingredient is that we find a condition with probabilistic characterization of p(cdot) to replace the so-called log-H"{o}lder continuity condition in mathbbRn.




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