Weak martingale Hardy spaces and weak atomic decompositions

Abstract

In this paper we define some weak martingale Hardy spaces and three kinds of weak atoms. They are the counterparts of martingale Hardy spaces and atoms in the classical martingale H _p-theory. And then three atomic decomposition theorems for martingales in weak martingale Hardy spaces are proved. With the help of the weak atomic decompositions of martingale, a sufficient condition for a sublinear operator defined on the weak martingale Hardy spaces to be bounded is given. Using the sufficient condition, we obtain a series of martingale inequalities with respect to the weak L _p-norm, the inequalities of weak (p,p)-type and some continuous imbedding relationships between various weak martingale Hardy spaces. These inequalities are the weak versions of the basic inequalities in the classical martingale H _p-theory.