Atomic decompositions of martingale Hardy Lorentz amalgam spaces and applications.

We develop the martingale theory in the framework of Lorentz amalgam spaces. Atomic decompositions for the martingale Hardy Lorentz amalgam spaces are established. As applications of atomic decompositions, the dual spaces of the martingale Hardy Lorentz amalgam spaces are characterized. Furthermore, when the stochastic basis is regular, the boundedness of the fractional integrals on martingale Hardy Lorentz amalgam spaces is proved. The results obtained here generalized the corresponding known results in martingale Hardy amalgam spaces and various classical martingale Hardy spaces. [ABSTRACT FROM AUTHOR]