On the duality of some martingale spaces

Abstract

Fefferman has proved that the dual space of the martingale Hardy space H1 is the BMO1-space. Garsia went further and proved that the dual of Hp is the so-called martingale Kp-space, where p and q are two conjugate numbers and 1 ≤ p < 2.The martingale Hardy spaces HΦ with general Young function Φ, were investigated by Bassily and Mogyoródi. In this paper we show that the dual of the martingale Hardy space HΦ is the martingale Hardy space HΦ where (Φ, Ψ) is a pair of conjugate Young functions such that both Φ and Ψ have finite power. Moreover, two other remarkable dualities are presented.