Carleson measures and vector-valued BMO martingales |
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Authors: | Yong Jiao |
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Institution: | 1. Laboratoire de Mathématiques, Université de France-Comté, 25030, Besan?on Cedex, France 2. School of Mathematics and Statistics, Wuhan University, 430072, Wuhan, China
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Abstract: | We study the relationship between vector-valued BMO martingales and Carleson measures. Let ${(\Omega,\mathcal {F} ,P)}$ be a probability space and 2 ≤ q < ∞. Let X be a Banach space. Given a stopping time τ, let ${\widehat{\tau}}$ denote the tent over τ: $$\widehat{\tau}=\{(w,k)\in \Omega\times \mathbb {N}: \tau(w)\leq k, \tau(w) < \infty\}.$$ We prove that there exists a positive constant c such that $$\sup_{\tau}\frac{1}{P(\tau < \infty)}\int \limits_{{\widehat{\tau}}}\|df_k\|^qdP\otimes dm\leq c^q\|f\|_{BMO(X)}^q$$ for any finite martingale with values in X iff X admits an equivalent norm which is q-uniformly convex. The validity of the converse inequality is equivalent to the existence of an equivalent p-uniformly smooth norm. And then we also give a characterization of UMD Banach lattices. |
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