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XV: 18, 259-277, LNM 850 (1981)
BRU, Bernard; HEINICH, Henri; LOOTGIETER, Jean-Claude
Autour de la dualité $(H^1,BMO)$ (Martingale theory)
This is a sequel to 1330. Given two martingales $(X,Y)$ in $H^1$ and $BMO$, it is investigated whether their duality functional can be safely estimated as $E[X_{\infty}Y_{\infty}]$. The simple result is that if $X_{\infty}Y_{\infty}$ belongs to $L^1$, or merely is bounded upwards by an element of $L^1$, then the answer is positive. The second (and longer) part of the paper searches for subspaces of $H^1$ and $BMO$ such that the property would hold between their elements, and here the results are fragmentary (a question of 1330 is answered). An appendix discusses a result of Talagrand
Keywords: $BMO$, $H^1$ space, Hardy spaces
Nature: Original
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