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  • Martingale inequalities and...
    Zeng, Dan

    Journal of mathematical analysis and applications, 08/2021, Letnik: 500, Številka: 1
    Journal Article

    Let (Ω,F,P) be a complete probability space. We introduce variable Lorentz space Lp(⋅),q(Ω) defined by rearrangement functions and its related properties. Then, we establish martingale inequalities among these martingale Hardy-Lorentz spaces Hp(⋅),q(Ω) by applying the interpolation theorem. Furthermore, we study the boundedness of the fractional integral operator in variable martingale Hardy spaces Hp(⋅)M(Ω) and Hp(⋅),qM(Ω).