Atomic Decompositions and John-Nirenberg Theorem of Grand Martingale Hardy Spaces with Variable Exponents

Abstract

Let θ≥0 and p· be a variable exponent, and we introduce a new class of function spaces Lp·,θ in a probabilistic setting which unifies and generalizes the variable Lebesgue spaces with θ=0 and grand Lebesgue spaces with p·≡p and θ=1. Based on the new spaces, we introduce a kind of Hardy-type spaces, grand martingale Hardy spaces with variable exponents, via the martingale operators. The atomic decompositions and John-Nirenberg theorem shall be discussed in these new Hardy spaces.