New variable martingale Hardy spaces

2021 ◽  
pp. 1-29
Author(s):  
Yong Jiao ◽  
Dan Zeng ◽  
Dejian Zhou
Keyword(s):  
Brownian Motion ◽  
Hardy Space ◽  
Hardy Spaces ◽  
Stochastic Integral ◽  
Lebesgue Spaces ◽  
Type Space ◽  
Variable Lebesgue Spaces ◽  
Martingale Inequalities

We investigate various variable martingale Hardy spaces corresponding to variable Lebesgue spaces $\mathcal {L}_{p(\cdot )}$ defined by rearrangement functions. In particular, we show that the dual of martingale variable Hardy space $\mathcal {H}_{p(\cdot )}^{s}$ with $0<p_{-}\leq p_{+}\leq 1$ can be described as a BMO-type space and establish martingale inequalities among these martingale Hardy spaces. Furthermore, we give an application of martingale inequalities in stochastic integral with Brownian motion.

scholarly journals LUSIN AREA FUNCTION AND MOLECULAR CHARACTERIZATIONS OF MUSIELAK–ORLICZ HARDY SPACES AND THEIR APPLICATIONS

2013 ◽  
Vol 15 (06) ◽  
pp. 1350029 ◽  
Author(s):  
SHAOXIONG HOU ◽  
DACHUN YANG ◽  
SIBEI YANG
Keyword(s):  
Hardy Space ◽  
Maximal Function ◽  
Hardy Spaces ◽  
Carleson Measure ◽  
Dual Space ◽  
Growth Function ◽  
Area Function ◽  
Type Space ◽  
Lusin Area Function

Let φ : ℝn× [0,∞) → [0,∞) be a growth function such that φ(x, ⋅) is nondecreasing, φ(x, 0) = 0, φ(x, t) > 0 when t > 0, limt→∞φ(x, t) = ∞, and φ(⋅, t) is a Muckenhoupt A∞(ℝn) weight uniformly in t. In this paper, the authors establish the Lusin area function and the molecular characterizations of the Musielak–Orlicz Hardy space Hφ(ℝn) introduced by Luong Dang Ky via the grand maximal function. As an application, the authors obtain the φ-Carleson measure characterization of the Musielak–Orlicz BMO-type space BMOφ(ℝn), which was proved to be the dual space of Hφ(ℝn) by Luong Dang Ky.

scholarly journals Toeplitz Operators on Abstract Hardy Spaces Built upon Banach Function Spaces

2017 ◽  
Vol 2017 ◽  
pp. 1-8
Author(s):  
Alexei Yu. Karlovich
Keyword(s):  
Hardy Space ◽  
Toeplitz Operator ◽  
Hardy Spaces ◽  
Toeplitz Operators ◽  
Banach Function Space ◽  
Muckenhoupt Weights ◽  
Lebesgue Spaces ◽  
Banach Function Spaces ◽  
Abstract Hardy Space ◽  
Nakano Spaces

Let X be a Banach function space over the unit circle T and let H[X] be the abstract Hardy space built upon X. If the Riesz projection P is bounded on X and a∈L∞, then the Toeplitz operator Taf=P(af) is bounded on H[X]. We extend well-known results by Brown and Halmos for X=L2 and show that, under certain assumptions on the space X, the Toeplitz operator Ta is bounded (resp., compact) if and only if a∈L∞ (resp., a=0). Moreover, aL∞≤TaB(H[X])≤PB(X)aL∞. These results are specified to the cases of abstract Hardy spaces built upon Lebesgue spaces with Muckenhoupt weights and Nakano spaces with radial oscillating weights.

scholarly journals Fuzzy stochastic differential equations driven by fractional Brownian motion

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Hossein Jafari ◽  
Marek T. Malinowski ◽  
M. J. Ebadi
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Fractional Brownian Motion ◽  
Approximation Method ◽  
Existence And Uniqueness ◽  
Financial Models ◽  
Stochastic Integral ◽  
Long Range Dependence ◽  
World Systems

AbstractIn this paper, we consider fuzzy stochastic differential equations (FSDEs) driven by fractional Brownian motion (fBm). These equations can be applied in hybrid real-world systems, including randomness, fuzziness and long-range dependence. Under some assumptions on the coefficients, we follow an approximation method to the fractional stochastic integral to study the existence and uniqueness of the solutions. As an example, in financial models, we obtain the solution for an equation with linear coefficients.

Non-tangential Maximal Function Characterizations of Hardy Spaces Associated with Degenerate Elliptic Operators

2015 ◽  
Vol 67 (5) ◽  
pp. 1161-1200 ◽  
Author(s):  
Junqiang Zhang ◽  
Jun Cao ◽  
Renjin Jiang ◽  
Dachun Yang
Keyword(s):  
Hardy Space ◽  
Maximal Function ◽  
Hardy Spaces ◽  
Riesz Transform ◽  
Degenerate Elliptic Operators ◽  
Degenerate Elliptic Operator ◽  
Muckenhoupt Class ◽  
Degenerate Elliptic ◽  
Function Characterization

AbstractLet w be either in the Muckenhoupt class of A2(ℝn) weights or in the class of QC(ℝn) weights, and let be the degenerate elliptic operator on the Euclidean space ℝn, n ≥ 2. In this article, the authors establish the non-tangential maximal function characterization of the Hardy space associated with , and when with , the authors prove that the associated Riesz transform is bounded from to the weighted classical Hardy space .

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