Martingale transforms between Hardy–Lorentz spaces

Min He and Lin Yu

Statistics & Probability Letters, 2018, vol. 137, issue C, 46-53

Abstract: Using the technique of Burkholder’s martingale transforms, the interchanging relations between two Hardy–Lorentz spaces of martingales are characterized. More precisely, it is proved that the elements in Hp1,qs (resp. Hp1,q1s) are none other than the martingale transforms of those in Hp2,qs (resp. Hp2,q2s), when 0Keywords: Hardy–Lorentz spaces; Martingale transforms; Interpolation (search for similar items in EconPapers)
Date: 2018
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DOI: 10.1016/j.spl.2018.01.012

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