Interpolation between noncommutative martingale Hardy and BMO spaces: the case

Let $\mathcal {M}$ be a semifinite von Nemann algebra equipped with an increasing filtration $(\mathcal {M}_n)_{n\geq 1}$ of (semifinite) von Neumann subalgebras of $\mathcal {M}$ . For $0<p <\infty $ , let $\mathsf {h}_p^c(\mathcal {M})$ denote the noncommutative column conditioned martingale Hardy space and $\mathsf {bmo}^c(\mathcal {M})$ denote the column “little” martingale BMO space associated with the filtration $(\mathcal {M}_n)_{n\geq 1}$ . We prove the following real interpolation identity: if $0<p <\infty $ and $0<\theta <1$ , then for $1/r=(1-\theta )/p$ , $$ \begin{align*} \big(\mathsf{h}_p^c(\mathcal{M}), \mathsf{bmo}^c(\mathcal{M})\big)_{\theta, r}=\mathsf{h}_{r}^c(\mathcal{M}), \end{align*} $$ with equivalent quasi norms. For the case of complex interpolation, we obtain that if $0<p<q<\infty $ and $0<\theta <1$ , then for $1/r =(1-\theta )/p +\theta /q$ , $$ \begin{align*} \big[\mathsf{h}_p^c(\mathcal{M}), \mathsf{h}_q^c(\mathcal{M})\big]_{\theta}=\mathsf{h}_{r}^c(\mathcal{M}) \end{align*} $$ with equivalent quasi norms. These extend previously known results from $p\geq 1$ to the full range $0<p<\infty $ . Other related spaces such as spaces of adapted sequences and Junge’s noncommutative conditioned $L_p$ -spaces are also shown to form interpolation scale for the full range $0<p<\infty $ when either the real method or the complex method is used. Our method of proof is based on a new algebraic atomic decomposition for Orlicz space version of Junge’s noncommutative conditioned $L_p$ -spaces. We apply these results to derive various inequalities for martingales in noncommutative symmetric quasi-Banach spaces.

An equivalent quasinorm for the Lipschitz space of noncommutative martingales

In this paper, an equivalent quasinorm for the Lipschitz space of noncommutative martingales is presented. As an application, we obtain the duality theorem between the noncommutative martingale Hardy space {h}_{p}^{c}( {\mathcal M} ) (resp. {h}_{p}^{r}( {\mathcal M} ) ) and the Lipschitz space {\lambda }_{\beta }^{c}( {\mathcal M} ) (resp. {\lambda }_{\beta }^{r}( {\mathcal M} ) ) for 0\lt p\lt 1 , \beta =\tfrac{1}{p}-1 . We also prove some equivalent quasinorms for {h}_{p}^{c}( {\mathcal M} ) and {h}_{p}^{r}( {\mathcal M} ) for p=1 or 2\lt p\lt \infty .

Maximal Inequalities of Noncommutative Martingale Transforms

In this paper, we investigate noncommutative symmetric and asymmetric maximal inequalities associated with martingale transforms and fractional integrals. Our proofs depend on some recent advances on algebraic atomic decomposition and the noncommutative Gundy decomposition. We also prove several fractional maximal inequalities.