LORENTZ MARTINGALE SPACES AND INTERPOLATION |
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| Authors: | Fan Liping Jiao Yong Liu Peide |
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| Institution: | [1]School of Mathematics and Information Science, Henan University, Kaifeng 475004, China [2]School of Mathematics and Statistics, Wuhan University, Wuhan 430072, China |
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| Abstract: | In this article, the authors introduce some new Lorentz spaces for martingales, which are extensions of Hardy spaces of martingales. Then they discuss their basic properties, embedding relationships, and interpolation spaces between them, during which the use of rearrangement good-λ-inequality plays an important role. |
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| Keywords: | Martingale Lorentz space weight interpolation |
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