Acta Mathematica Scientia 2018,38B(6):1779–1788

http://actams.wipm.ac.cn

CARLESON MEASURES AND THE GENERALIZED

CAMPANATO SPACES OF VECTOR-VALUED
MARTINGALES∗

Lin YU ( u) †
Ruhui WANG ( [) Shoujiang ZHAO ( ëÅ)
School of Science, China Three Gorges University, Yichang 443002, China
E-mail : yulin@ctgu.edu.cn; rhwang93@163.com; shjzhao@163.com

Abstract In this paper, the so-called (p, φ)-Carleson measure is introduced and the rela-
tionship between vector-valued martingales in the general Campanato spaces Lp,φ (X) and
the (p, φ)-Carleson measures is investigated. Specifically, it is proved that for q ∈ [2, ∞), the
measure dµ := kdfk kq dP ⊗ dm is a (q, φ)-Carleson measure on Ω × N for every f ∈ Lq,φ (X)
if and only if X has an equivalent norm which is q-uniformly convex; while for p ∈ (1, 2], the
measure dµ := kdfk kp dP⊗dm is a (p, φ)-Carleson measure on Ω×N implies that f ∈ Lp,φ (X)
if and only if X admits an equivalent norm which is p-uniformly smooth. This result extends
an earlier result in the literature from BMO spaces to general Campanato spaces.
Key words Carleson measures; BMO martingales; generalized Campanato spaces; uni-
formly convex (smooth) Banach spaces
2010 MR Subject Classification 60G42; 60G48; 46E30

1 Introduction

It is well-known that vector-valued harmonic analysis and geometry of Banach spaces are
closely connected. Xu [1] studied the one side Littlewood-Paley theory for Banach valued
functions, Ouyang and Xu [2] discussed the relationship between vector valued BMO functions
and the Carleson measures defined by their Poisson integrals. All of them obtained some new
characterizations of those Banach spaces admitting an equivalent norm which is p-uniformly
smooth (1 < p 6 2) or q-uniformly convex (2 6 q < ∞).
The martingale theory is intimately related to harmonic analysis and the validity of many
vector-valued martingale inequalities depends on the geometrical or topological properties of Ba-
nach spaces. Recently, Zhang, Chen and Liu [3] showed a characterization of BMOα -martingale
spaces by fractional Carleson measure. Jiao [4] studied the relationship between vector-valued
BMO martingales and Carleson measure, where the martingale version of Ouyang-Xu’s results
(see [2]) was obtained.
∗ Received July 21, 2017; revised January 8, 2018. This work was supported by National Natural Science
Foundation of China (11601267).
† Corresponding author: Lin YU.
1780 ACTA MATHEMATICA SCIENTIA Vol.38 Ser.B

Campanato spaces (containing Lipschitz spaces Lipp,α and BMO spaces as special cases)
play an important role in the duality theory in harmonic analysis as well as in martingale
Hp -spaces theory.
In martingale theory, the α-ordered Lipschitz spaces Lipp,α were introduced by Herz [5]
for p ∈ {1, 2} and by Weisz in [6] for 1 6 p < ∞, respectively. Recently, the generalized
Campanato spaces Lp,φ for real martingales were introduced by Miyamoto, Nakai and Sadasue
in [7] to characterize the the dual spaces of real martingale Orlicz-Hardy spaces. Later on
and in particular in the very last years many important properties and applications of these
spaces were studied in [8–12]. In particular, the dual spaces of vector-valued martingale Hardy
spaces, Hardy-Orlicz spaces and weak Hardy-Orlicz spaces were characterized by the generalized
Campanato spaces Lp,α (X), Lp,φ (X) and wLp,φ (X) by Yu in [10–12], respectively.
In the present paper, we will extend the study of that in Zhang, Chen and Liu [3] from
real-valued martingale spaces to vector-valued martingale spaces and that in Jiao [4] from BMO
spaces to generalized Campanato spaces. The so-called (p, φ)-Carleson measure is introduced
at first and then the relationship between vector-valued martingales in Lp,φ (X) and the (p, φ)-
Carleson measures is obtained. More exactly, it will be shown that, for q ∈ [2. + ∞),
Z
1
sup q
kdfk kq dP ⊗ dm 6 C q kf kqLq,φ (X)
τ P(τ < ∞)φ(P(τ < ∞)) τb
holds if and only if X has an equivalent norm which is q-uniformly convex; while for p ∈ (1, 2],
Z
p p 1
kf kLp,φ (X) 6 C sup p
kdfk kp dP ⊗ dm
τ P(τ < ∞)φ(P(τ < ∞)) τb
holds if and only if X admits an equivalent norm which is p-uniformly smooth. As a consequence,
we find a new way to characterize the uniform convexity and the uniform smoothness of the
underlying Banach space.
In Jiao [4], the arguments heavily rely on the operator-valued martingale transform theory
on BMO(X) spaces which was developed by Martinez [13]. It is notable that there is not any
available result for the martingale transform operators on the generalized Campanato spaces
Lp,φ (X) such as that in Martinez [13] up to now, thereby, the method proposed here is deferent
from Jiao [4].

2 Preliminaries and Lemmas

Let (X, k · k) be a real separable Banach space with norm k · k, (Ω, F , P) a complete
probability measure space, and {Fn }n≥0 a sequence of non-decreasing sub-σ-algebras of F .
The expectation operator is denoted by E(·), and the conditional expectation operator relative
to Fn by E(·|Fn ).
Let f = {fn }n≥0 be an X-valued martingale adapted to {Fn }n≥0 . Denote its martingale
difference by dfn = fn − fn−1 (n ≥ 0, with convention f−1 ≡ 0 and F−1 = {∅, Ω}).
For 0 < p < ∞, the p-variation of an X-valued martingale f are defined by
X
n  p1 X∞  p1
Sp,n (f ) := kdfi kp , Sp (f ) := kdfi kp .
i=0 i=0

For the sake of convenience, Lp (X) will denote the space of X-valued functions or martin-
gales which are defined on the probability space (Ω, F , P) with kf kLp(X) := [E(kf kp )]1/p < ∞
No.6 L. Yu et al: CARLESON MEASURES AND GENERALIZED CAMPANATO SPACES 1781

for functions or kf kLp(X) := sup[E(kfn kp )]1/p < ∞ for martingales.

n≥0
It is well known from Doob’s theorem that if X has Radon-Nikodym property, then any
L1 (X)-bounded martingale {fn }n>0 converges to a limit function f∞ almost surely. We will
adopt the convention that a martingale f = {fn }n>0 will be identified with its final value f∞
whenever the latter exists. Accordingly, if a function f ∈ L1 (X) it will be denoted again by f
the associated martingale {fn }n>0 with fn = E(f |Fn ).
First of all, we introduce the Campanato spaces Lp,φ (X) as the following. The generalized
Campanato spaces Lp,φ (R) for real martingales were first introduced by Miyamoto, Nakai and
Sadasue in [7].
Definition 2.1 Let X be a Banach space, 1 6 p < ∞ and φ : (0, 1] → (0, +∞). The
space Lp,φ (X) consists of all X-valued function f ∈ Lp (X) such that
1  1 Z  p1
kf kLp,φ (X) := sup sup kf − fn−1 kp dP < ∞.
n>0 A∈Fn φ(P(A)) P(A) A

Remark 2.2 (i) If φ(r) = rα with α > 0, then Lp,φ (X) = Lp,α (X) coincides with the
so-called Lipschitz space Lipp,α (X), where
 1 Z  p1
kf kLp,α (X) = sup sup P(A)−α kf − fn−1 kp dP
n>0 A∈Fn P(A) A
1
Z  p1
−p −α
= sup sup P(A) kf − fn−1 kp dP .
n>0 A∈Fn A

For the special case X = R and 0 < α 6 1 a characterization of martingale spaces L2,α (R) by
fractional Carleson measures was investigated recently by Zhang, Chen and Liu [3].
(ii) If φ(r) = r0 ≡ 1, then Lp,φ (X) = Lp,0 (X) = BMOp (X), where
 1 Z  p1
kf kBMOp (X) = sup sup kf − fn−1 kp dP
n>0 A∈Fn P(A) A
1
= sup kE(kf − fn−1 kp |Fn ) p k∞ .
n>0

The relation between BMOp (X) and Carleson measures was studied by Jiao in [4].
Definition 2.3 (see [8]) A function φ : (0, 1] → (0, +∞) is said to be almost increasing if
there exists a positive constant cφ such that

φ(s) 6 cφ φ(t) for 0 < s 6 t 6 1. (2.1)

Remark 2.4 (i) If φ(r) = rα with α > 0, then φ is increasing as well as being almost
increasing with cφ = 1.
(ii) Let Φ : (0, +∞) → (0, +∞) satisfy that, for some 0 < ǫ < 1

Φ(st) 6 cΦ max{sǫ , s}Φ(t) for s, t ∈ (0, +∞). (2.2)

We say that two non-negative function Φ and Φ e defined on a set S are equivalent is there
exists a constant C > 1 such that C −1 Φ(t) 6 Φ(t) e 6 CΦ(t) for all t ∈ S. If Φ satisfies the
condition (2.2), then Φ(t) > 0 for all t ∈ (0, +∞), and further Φ is equivalent to a concave
function Φe (see Miyamoto, Nakai and Sadasue [7, P. 672]). In fact, it is well known that a
positive function Φ satisfies condition (2.2) if and only if Φ is equivalent to a concave function
1782 ACTA MATHEMATICA SCIENTIA Vol.38 Ser.B

e (see Proposition 1.2 in Persson [16, P. 202] and the detailed proof can be found also in Bergh
Φ
and Löfström [17, P. 117]).
We note that it was proved by Miyamoto, Nakai and Sadasue [7] that under the condition
e =
(2.2) the dual space of martingale Orlicz-Hardy space HΦs is L2,φe with φ(t) 1 e
e −1 ( 1 ) , where Φ is
tΦ t

a concave function equivalent to Φ. Since Φ e −1 t−1 is non-decreasing, tΦ e −1 ( 1 ) is non-increasing,

t
e =
therefore φ(t) 1
is non-decreasing.
e −1 1
tΦ ( t )
Generally speaking, Φ does not necessarily have an inverse function. However, in addition, if
Φ has an inverse function Φ−1 , let φ(t) = tΦ−11 ( 1 ) on (0, 1], then, although φ(t) is not necessarily
t
e
increasing, φ(t) is almost increasing, since φ(t) is also equivalent to φ(t).
Lemma 2.5 Let X be a Banach space, 1 6 p < ∞ and φ : (0, 1] → (0, +∞) be almost
increasing. Then
1 1
kf kLp,φ (X) ≈ sup P(τ < ∞)− p kf − fτ −1 kp . (2.3)
τ φ(P(τ < ∞))
Proof Let kf kLp,φ (X) < ∞. For any stopping time τ , we have
∞ Z
X
p
kf − fτ −1 kp = kf − fn−1 kp dP. (2.4)
n=0 {τ =n}

Since {τ = n} ∈ Fn , for each n > 0, we have

Z
1
kf kpLp,φ (X) > P(τ = n)−1 kf − fn−1 kp dP.
φ(P(τ = n))p {τ =n}

In other words,
Z
kf − fn−1 kp dP 6 kf kpLp,φ (X) φ(P(τ = n))p P(τ = n). (2.5)
{τ =n}

From (2.4) and (2.5), noticing that φ is almost increasing, for any stopping time τ , we get
1
P(τ < ∞)−1 kf − fτ −1 kpp
φ(P(τ < ∞))p
X∞
1
6 kf kpLp,φ(X) P(τ < ∞)−1
φ(P(τ = n))p P(τ = n)
φ(P(τ < ∞))p n=0
X∞
1
6 kf kpLp,φ(X) P(τ < ∞)−1 p
c φ φ(P(τ < ∞))p
P(τ = n)
φ(P(τ < ∞))p n=0
6 cpφ kf kpLp,φ(X) .

This implies that

1 1
sup P(τ < ∞)− p kf − fτ −1 kp 6 cφ kf kLp,φ (X) .
τ φ(P(τ < ∞))
Conversely, for n > 0 and A ∈ Fn , define a stooping time τA by τA (ω) := n when ω ∈ A
and τA (ω) := ∞ when ω ∈ A. Thus,
1 1 1 1
Z  p1
P(τA < ∞)− p kf − fτ −1 kp = P(A)− p kf − fn−1 kp dP .
φ(P(τA < ∞)) φ(P(A)) A
1
That is, kf kLp,φ(X) 6 sup φ(P(τ1<∞)) P(τ < ∞)− p kf − fτ −1 kp . 
τ
No.6 L. Yu et al: CARLESON MEASURES AND GENERALIZED CAMPANATO SPACES 1783

We further define the sharp function of an X-valued martingale f = {fn }n>0 associated
with its p-variation by
 X
∞  p1
1
(n) p p p p
Sp (f ) := (Sp (f ) − Sp,n (f ) ) = kdfk k .
k=n+1

Next we define the Campanato-Hardy spaces as below.

Definition 2.6 Let X be a Banach space, 1 6 p < ∞, 1 6 r < ∞ and φ : (0, 1] →
Sp
(0, +∞). The space Hr,φ (X) consists of all X-valued function f ∈ L1 (X) such that
1  1 Z  1r
kf kHSp (X) := sup sup Sp(n−1) (f )r dP . (2.6)
r,φ n>0 A∈Fn φ(P(A)) P(A) A

S2
Remark 2.7 (i) For real-valued martingales, the Campanato-Hardy spaces Hr,φ (R) were
introduced by Nakai, Sadasue and Sawano [9], and an extension of Burkholder’s inequality to
martingale Campanato-Hardy was proved as the following

cr kf kLr,φ(R) 6 kf kHS2 (R) 6 Cr kf kLr,φ(R) (2.7)

r,φ

for all f ∈ L1 (R), where cr and Cr are constants depending only on r. However, inequality
(2.7) is no longer valid for vector-valued martingales (see Lemma 2.10).
∞
P 1
(n−1)
(ii) Since Sp (f ) = ( kdfk kp ) p = Sp (f − fn−1 ), formula (2.6) is equivalent to
k=n
 1 Z  r1
1
kf kHSp (X) = sup sup Sp (f − fn−1 )r dP . (2.8)
r,φ n>0 A∈Fn φ(P(A)) P(A) A

(iii) Let 1 6 p < ∞ and φ : (0, 1] → (0, +∞) be almost increasing, then
1 1
kf kHSp (X) ≈ sup P(τ < ∞)− p kSp (f − fτ −1 )kp . (2.9)
p,φ τ φ(P(τ < ∞))
This can be proved in the same way as Lemma 2.5, so we omit the proof.
The following two lemmas are well-known and can be found in Liu’s monograph [18].
Lemma 2.8 (see [18]) Let X be a Banach space, 1 < p 6 2. Then the following are
equivalent:
(i) X has an equivalent norm which is p-uniformly smooth.
(ii) There exists a constant Cp > 0 only depending on p, such that
 X
m  

E(kfm − fn kp |Fn ) ≤ Cp E kdfi kp Fn , ∀ 0 ≤ n ≤ m
i=n+1

for every X-valued martingale f = {fn }n>0 .

∞
P

(iii) For every X-valued martingale f = {fn }n>0 , if E kdfn kp < ∞, then {fn }n≥0
n=1
converges in probability.
∞
P kdfn kp fn
(iv) For every B-valued martingale f = {fn }n>0 , if np ∈ L∞ , then n → 0 a.e. as
n=1
n → ∞.
Lemma 2.9 (see [18]) Let X be a Banach space, 2 6 q < ∞. Then the following are
equivalent:
(i) X has an equivalent norm which is q-uniformly convex.
1784 ACTA MATHEMATICA SCIENTIA Vol.38 Ser.B

(ii) There exists a constant Cq > 0 only depending on q, such that

 X m  

E kdfi kq Fn 6 Cq E(kfm − fn kq |Fn ), ∀ 0 6 n 6 m
i=n+1

for every X-valued martingale f = {fn }n>0 .

(iii) For every uniformly bounded X-valued martingale f = {fn }n>0 , Sq (f ) < ∞ a.e..
Different from (2.7) for real martingales, we have the following result for vector-valued
martingales.
Lemma 2.10 Let X be a Banach space. Then for any 2 6 q < ∞ and any almost
increasing function φ : (0, 1] → (0, +∞), the following statements are equivalent:
(i) X has an equivalent norm which is q-uniformly convex.
(ii) There exists a positive constant C = Cq,φ only depending on q and φ such that

kf kHSq (X) 6 Ckf kLq,φ (X) (2.10)

q,φ

for every X-valued martingale f = {fn }n>0 ∈ Lq,φ (X).

Proof (i)⇒(ii) Suppose that X has an equivalent q-uniformly convex norm. For any
X-valued martingale f = {fn }n>0 ∈ Lq,φ (X) and stopping time τ , by Lemma 2.9, we find

kSq (f − fτ −1 )kq 6 Cq kf − fτ −1 kq .

Therefore, from (2.3) and (2.9), inequality (2.10) is proved.

(ii)⇒(i) Suppose (2.10) is true. Let X-valued martingale f = {fn }n>0 be uniformly
bounded, that is kf k∞ = sup kfn k∞ 6 M for some M > 0. Then, for any stopping time τ , we
n>0
have
1
kf − fτ −1 kq = k(f − fτ −1 )χ{τ <∞} kq 6 kf − fτ −1 k∞ P(τ < ∞) q
1
6 2kf k∞P(τ < ∞) q 6 2M < ∞.

Hence, particularly, for φ(x) ≡ 1, we have

1
kf kLq,φ (X) = kf kBMOq (X) = sup P(τ < ∞)− q kf − fτ −1 kq 6 2M < ∞.
τ

Thus, f ∈ Lq,φ (X)(= BMOq (X)) with φ(x) ≡ 1. From inequality (2.10), taking φ(x) ≡ 1 and
1
noticing that P(τ < ∞)− q > 1, we have

kSq (f )kq = kSq (f − f−1 )kq 6 sup kSq (f − fτ −1 )kq

τ
− 1q
6 sup P(τ < ∞) kSq (f − fτ −1 )kq
τ
= kf kHSq (X) 6 Cq,φ kf kLq,φ (X) 6 2Cq,φ M < ∞.
q,φ

This implies that Sq (f ) < ∞ a.e.. By Lemma 2.9, we know that X has an equivalent q-uniformly
convex norm. 

3 Main Results
Definition 3.1 Let 1 < p < ∞ and φ : (0, 1] → (0, +∞). A non-negative measure µ on
Ω × N, where N is equipped with the counting measure dm, is called a (p, φ)-Carleson measure
No.6 L. Yu et al: CARLESON MEASURES AND GENERALIZED CAMPANATO SPACES 1785

if
µ(b
τ)
k|µ|kp,φ := sup < ∞,
τ P(τ < ∞)φ(P(τ < ∞))p
where τ runs through all stopping times and τb denotes the tent over τ which is defined by
τb := {(ω, k) ∈ Ω × N : τ (ω) 6 k, τ (ω) < ∞}.
Remark 3.2 If φ(r) ≡ 1, then µ is the Carleson measure that was introduced by Long
[14] for real martingales and by Jiao [4] for vector-valued martingales. If φ(r) = r, then µ is the
p-Carleson measure introduced by Wu and Xie in [15]. If p = 2 and φ(r) = rα , then µ coincides
with the α-Carleson measure defined by Zhang, Chen and Liu in [3].
Theorem 3.3 Let X be a Banach space. Then for any 2 6 q < ∞ and almost increasing
function φ : (0, 1] → (0, +∞), the following statements are equivalent:
(i) There exists a positive constant C = Cq,φ only depending on q and φ such that
Z
1
sup q
kdfk kq dP ⊗ dm 6 C q kf kqLq,φ (X) . (3.1)
τ P(τ < ∞)φ(P(τ < ∞)) τb
That is, the measure µ is defined by dµ := kdfk kq dP ⊗ dm is a (q, φ)-Carleson measure on Ω × N
for every f ∈ Lq,φ (X).
(ii) X has an equivalent norm which is q-uniformly convex.
Proof (i)⇒(ii) Assume that (3.1) holds. Then, from (2.9), we have
1 1
kf kHSq (X) 6 C sup P(τ < ∞)− q kSq (f − fτ −1 )kq
q,φ τ φ(P(τ < ∞))
1 1
h X ∞ i q1
= C sup P(τ < ∞)− q E kdfk kq χχ{τ <∞}
τ φ(P(τ < ∞))
k=τ
1 1
Z  1q
= C sup P(τ < ∞)− q kdfk kq dP ⊗ dm
τ φ(P(τ < ∞)) τb
6 Ckf kLq,φ (X) .
By Lemma 2.10, it is shown that X has an equivalent q-uniformly convex norm.
(ii)⇒(i) Suppose that X has an equivalent q-uniformly convex norm. Then, for any stopping
time τ , by Lemma 2.9, we have
X∞ 
E kdfk kq χχ{τ <∞} = kSq (f − fτ −1 )kqq 6 Cqq kf − fτ −1 kqq .
k=τ

Owing to (2.3), we find

kf − fτ −1 kqq 6 Cq,φ P(τ < ∞)φ(P(τ < ∞))q kf kqLq,φ (X) .
Hence, there exists a positive constant C only depending on q and φ such that
X ∞ 
E kdfk kq χχ{τ <∞} 6 C · P(τ < ∞)φ(P(τ < ∞))q kf kqLq,φ (X) .
k=τ

Consequently,
Z
1
kdfk kq dP ⊗ dm
P(τ < ∞)φ(P(τ < ∞))p τb
Z X
∞
1
= kdfk kq χχ{τ <∞} dP 6 C · kf kqLq,φ (X) .
P(τ < ∞)φ(P(τ < ∞))p Ω k=τ
1786 ACTA MATHEMATICA SCIENTIA Vol.38 Ser.B

Taking the supremum over all stopping times τ , inequality (3.1) is obtained. 
Theorem 3.4 Let X be a Banach space. Then for any 1 < p 6 2 and almost increasing
function φ : (0, 1] → (0, +∞), the following statements are equivalent:
(i) There exists a positive constant C = Cp,φ only depending on p and φ such that
Z
p p 1
kf kLp,φ(X) 6 C sup p
kdfk kp dP ⊗ dm. (3.2)
τ P(τ < ∞)φ(P(τ < ∞)) τb
This means that f belongs to Lp,φ (X) if the measure µ defined by dµ := kdfk kp dP ⊗ dm is a
(p, φ)-Carleson measure on Ω × N.
(ii) X has an equivalent norm which is p-uniformly smooth.
Proof (i)⇒(ii) Assume that (3.2) holds. Let f = {fn }n>0 be an X-valued martingale
∞
P kdfn kp
and satisfy np ∈ L∞ .
n=1
n
P
Set fen = dfk
k , then fe := {fen }n>1 is also an X-valued martingale, and then
k=1
∞
X X∞ ∞
dfn p X kdfn kp
Sp (fe)p = kdfen kp = = ∈ L∞ .
n=1 n=1
n n=1
np
Hence, for any stopping time τ
0 6 Sp (fe)p − Sp (feτ −1 )p 6 Sp (fe)p ∈ L∞ .
Particularly, taking φ(x) ≡ 1 in (3.2), we have
1
Z  p1
kfekLp,φ (X) = kfekBMOp (X) 6 C sup P(τ < ∞)− p kdfk kp dP ⊗ dm
τ τb
1
Z X
∞  p1
−p
= C sup P(τ < ∞) kdfk kp χ{τ <∞} dP
τ Ω k=τ
1
1
= C sup P(τ < ∞) −p
E[(Sp (fe)p − Sp (feτ −1 )p )χ{τ <∞} ] p
τ
1 1
6 C sup P(τ < ∞)− p kSp (fe)k∞ P(τ < ∞) p
τ

= CkSp (fe)k∞ < ∞.

Therefore,
1
kfe − feτ −1 kp 6 sup P(τ < ∞)− p kfe − feτ −1 kp = kfekBMOp (X) 6 CkSp (fe)k∞ < ∞.
τ

Especially, taking τ = 0, a.e. and noticing fe−1 = 0, we have

kfekp = kfe − feτ −1 kp 6 CkSp (fe)k∞ < ∞.
P
n
Hence, fen = dfk
k converges a.e. as n → ∞. From Kronecher’s lemma, we have 1
n fn =
k=1
n
P
1
n dfk → 0 a.e. as n → ∞. Applying Lemma 2.8, this means that X has an equivalent norm
k=1
which is p-uniformly smooth.
(ii)⇒(i) Let X has an equivalent p-uniformly smooth norm. Then, by Lemma 2.8, for any
stopping time τ , we have
h X
∞ i p1
kfe − feτ −1 kp 6 Cp kSp (fe − feτ −1 )kp = Cp E kdfk kp χ{τ <∞} .
k=τ
No.6 L. Yu et al: CARLESON MEASURES AND GENERALIZED CAMPANATO SPACES 1787

Consequently,
p 1
kf kLp,φ(X) 6 Cp,φ sup p
P(τ < ∞)−1 kf − fτ −1 kpp
τ φ(P(τ < ∞))

1 X ∞ 
p p p
6 Cp Cp,φ sup p
E kdf k k χ {τ <∞}
τ P(τ < ∞)φ(P(τ < ∞))
k=τ
Z
p 1
= C sup p
kdfk kp dP ⊗ dm.
τ P(τ < ∞)φ(P(τ < ∞)) τb

So (3.2) is proved. 
Corollary 3.5 Let X be a Banach space, φ : (0, 1] → (0, +∞) is an almost increasing
function. Then the following statements are equivalent:
(i) There exists a positive constant C such that for any X-valued martingale f = {fn }n>0
Z
−2 2 1
C kf kL2,φ (X) 6 sup 2
kdfk k2 dP ⊗ dm
τ P(τ < ∞)φ(P(τ < ∞)) τb
6 C 2 kf k2L2,φ (X) .

(ii) X is isomorphic to a Hilbert space.

Remark 3.6 At the end of this paper, we would like to raise a question as following. As
the result of John-Nirenberg’s theorem, it is well known that the BMO spaces are independent
of the choice of exponent p, that is, when φ(t) ≡ 1, all the spaces Lp,φ (R) (= BMOp (R))
coincide for p ∈ [1, +∞).
Moreover, John-Nirenberg’s theorem was extended to a very general form by Yi, Wu and
Jiao [19] and Wu, Hao and Jiao [20]. Let E be a rearrangement invariant Banach function
space on Ω with lower Boyd index αE > 0 and p(·) : Ω → R+ be a variable exponent with
1 6 p(·) < +∞, let T be the set of all stopping times with respect to the stochastic basis
{Fn }n>0 , define BMOE,φ = {f = {fn }n>0 : kf kBMOE,φ < ∞}, where
1 k(f − f τ )χ{τ <∞} kE
kf kBMOE,φ := sup ,
τ ∈T φ(P(τ < ∞)) kχ{τ <∞} kE
and define BMOp(·),φ = {f = {fn }n>0 : kf kBMOp(·),φ < ∞}, where

1 k(f − f τ )χ{τ <∞} kp(·)

kf kBMOp(·),φ := sup .
τ ∈T φ(P(τ < ∞)) kχ{τ <∞} kp(·)
If the stochastic basis {Fn }n>0 is regular and there exists a function Φ satisfies the condition
(2.2) and has inverse function Φ−1 such that φ(t) = tΦ−11(1/t) , it was proved that BMOE,φ =
BMOp(·),φ by Wu, Hao and Jiao [20]. As a corollary, we can get that all the spaces Lp,φ (R)
coincide for p ∈ [1, +∞) under the above conditions.
Very recently, the so-called weak generalized BMO space wBMOp,φ was introduced and a
weak type John-Nirenberg’s theorem was proved by Liu , Zhou and Peng [21]. An early result
about the dual of weak Hardy spaces of B-valued martingales can refer to [22].
Motivated by the results cited above, we are wondering whether the same holds for the
general Campanato space for any almost increasing function φ : (0, 1] → (0, +∞) without the
additional condition of that the stochastic basis {Fn }n>0 is regular. This question is interesting
and remains to be studied.
1788 ACTA MATHEMATICA SCIENTIA Vol.38 Ser.B

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