Martingale transforms between martingale Hardy-Amalgam spaces (Q2664881)

Summary: We discuss martingale transforms between martingale Hardy-Amalgam spaces \(H_{p, q}^s\), \(\mathcal{Q}_{p, q}\) and \(\mathcal{P}_{p, q}\). Let \(0<p<q<\infty\), \(p_1<p\) and \(q_1<q\) and let \(f=\left( f_n, n \in \mathbb{N}\right)\) be a martingale in \(\mathcal{P}_{p_1, q_1} \); then, we show that its martingale transforms are the martingales in \(\mathcal{P}_{p, q}\) for some \(p,q\) and similarly for \(H_{p, q}^s\) and \(\mathcal{Q}_{p, q}\).