Weak Orlicz–Hardy martingale spaces

Abstract

In this paper, several weak Orlicz–Hardy martingale spaces associated with concave functions are introduced, and some weak atomic decomposition theorems for them are established. With the help of weak atomic decompositions, a sufficient condition for a sublinear operator defined on the weak Orlicz–Hardy martingale spaces to be bounded is given. Further, we investigate the duality of weak Orlicz–Hardy martingale spaces and obtain a new John–Nirenberg type inequality when the stochastic basis is regular. These results can be regarded as weak versions of the Orlicz–Hardy martingale spaces due to Miyamoto, Nakai and Sadasue.