On some inequalities for Doob decompositions in Banach function spaces

Let ${\Phi : \mathbb{R} \to 0, \infty)}Let F: \mathbbR ? 0, ￥){\Phi : \mathbb{R} \to 0, \infty)} be a Young function and let f = (f_n)_n ? \mathbbZ₊{f = (f_n)_n\in\mathbb{Z}_{+}} be a martingale such that F(f_n) ? L₁{\Phi(f_n) \in L_1} for all n ? \mathbbZ₊{n \in \mathbb{Z}_{+}} . Then the process F(f) = (F(f_n))_n ? \mathbbZ₊{\Phi(f) = (\Phi(f_n))_n\in\mathbb{Z}_{+}} can be uniquely decomposed as F(f_n)=g_n+h_n{\Phi(f_n)=g_n+h_n} , where g=(g_n)_n ? \mathbbZ₊{g=(g_n)_n\in\mathbb{Z}_{+}} is a martingale and h=(h_n)_n ? \mathbbZ₊{h=(h_n)_n\in\mathbb{Z}_{+}} is a predictable nondecreasing process such that h ₀ = 0 almost surely. The main results characterize those Banach function spaces X such that the inequality ||h_￥||_X ￡ C ||F(Mf) ||_X{\|{h_{\infty}}\|_{X} \leq C \|{\Phi(Mf)} \|_X} is valid, and those X such that the inequality ||h_￥||_X ￡ C ||F(Sf) ||_X{\|{h_{\infty}}\|_{X} \leq C \|{\Phi(Sf)} \|_X} is valid, where Mf and Sf denote the maximal function and the square function of f, respectively.