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2026/109/1-2 (12) — DOI: 10.5486/PMD.2026.10495 — pp. 207-244

$\Phi$-moment martingale inequalities on variable Lorentz—Karamata spaces

Authors: Libo Li Orcid.org link for Libo Li, Xiangpeng Qi and Anming Yang Orcid.org link for Anming Yang

Abstract:

In this paper, with the help of some new atomic decomposition theorems, some $\Phi$-moment martingale inequalities associated with concave functions in the context of Lorentz—Karamata spaces with variable exponents are deduced. Our results extend some existing results in variable martingale Hardy—Lorentz—Karamata spaces and various classical martingale Hardy spaces.

Keywords: martingale, variable Lorentz—Karamata space, atomic decomposition, $\Phi$-moment inequality

Mathematics Subject Classification: 60G46; 60G42, 46E30