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PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 142, Number 7, July 2014, Pages 2507–2516 S 0002-9939(2014)12083-1 Article electronically published on April 8, 2014

INTERPOLATION OF MULTILINEAR OPERATORS ACTING BETWEEN QUASI-BANACH SPACES

L. GRAFAKOS, M. MASTYLO, AND R. SZWEDEK

(Communicated by Alexander Iosevich)

Abstract. We show that interpolation of multilinear operators can be lifted to multilinear operators from spaces generated by the minimal methods to spaces generated by the maximal methods of interpolation defined on a class of couples of compatible p -Banach spaces. We also prove the multilinear interpolation theorem for operators on Calder´on-Lozanovskii spaces between Lp-spaces with 0

1. Introduction In the study of the many problems which appear in various areas of analysis it is essential to know whether important operators are bounded between certain quasi-Banach spaces. Motivated in particular by applications in , we are interested in proving new abstract multilinear interpolation theorems for multilinear operators between quasi-Banach spaces. Based on ideas from the theory of operators between Banach spaces, we use the universal method of interpolation defined on proper classes of quasi-Banach spaces. It should be pointed out that in general the interpolation methods used in the case of Banach spaces do not apply in the setting of quasi-Banach spaces. The main reason is that the topological dual spaces of quasi-Banach spaces could be trivial and the same may be true for spaces of continuous linear operators between spaces from a wide class of quasi-Banach spaces. We introduce relevant notation and recall some definitions. Let (X, ·)be a quasi-normed . A quasi- induces locally bounded . A complete quasi-normed space is called quasi-. If in addition we have for some 0

Received by the editors August 16, 2012. 2010 Mathematics Subject Classification. Primary 46B70, 46M35. Key words and phrases. Interpolation spaces, quasi-Banach spaces, multilinear operators, func- tor Calder´on-Lozanovskii spaces, Orlicz spaces. The first author was supported by the NSF grant DMS 0900946. The second author was supported by the National Science Centre (NCN), Poland, grant No. 2011/01/B/ST1/06243.

c 2014 American Mathematical Society 2507

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Throughout the paper we use the standard notion from Banach space theory and interpolation theory. We refer to [2] and [3] for the fundamentals of interpolation theory that will be of use. ApairA =(A0,A1) of quasi-Banach (p-Banach) spaces is called a quasi-Banach (p-Banach) couple if A0 and A1 are both algebraically and topologically embedded in some Hausdorff topological . For a quasi-Banach (p-Banach) couple A =(A0,A1) we define quasi-Banach spaces A0 ∩ A1 and A0 + A1 equipped with the natural norms. A quasi-Banach space A is called intermediate with respect to A provided A0 ∩ A1 → A→ A0 + A1,where→ denotes the continuous inclusion map. Let A =(A0,A1)andB =(B0,B1) be quasi-Banach couples. We denote by L(A, B) the Banach space of all linear operators T : A0 + A1 → B0 + B1 such that the restrictions of T to Ai are bounded operators from Ai to Bi for i =0, 1. We equip L(A, B) with the quasi-norm

{ → → } T A→B =max T A0 B0 , T A1 B1 . Let A and X be quasi-Banach couples. Following Aronszajn and Gagliardo [1], ∈ the orbit of an element a A0 + A1 in X is the quasi-Banach space OA(a, X)= {Ta; T ∈L(A, X)} equipped with the norm { } x =inf T A→X ; Ta = x . ∩ → If we assume that A0 +A1 has a total , then X0 X1 OA(a, X), and so · · F ( ):=OA(a, )isanexact interpolation functor, i.e., for any quasi-Banach couples X and Y and every T ∈L(X,Y )wehaveT : F (X) → F (Y ) with ≤ T F (X)→F (Y ) T X→Y .

Fix 0

for any interpolation functor F such that F (X)isp-normed space and A→ F (A) (see [8, Proposition 2.1]).

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Suppose we are given a quasi-Banach couple B and an intermediate quasi-Banach space B with respect to the couple B. Following [1], we define for any Banach couple B X the space H (X)ofallx ∈ X0 + X1 such that sup  ≤ TxB < ∞.The B T X→B 1 quasi-norm in HB(X)isgivenby B   ≤ x HB (X) =sup Tx B; T X→B 1 . B Note that if F is an interpolation method, then F (X) → HB(X) for any quasi- B Banach couple provided F (B) → B. This property, according to Aronszajn and Gagliardo [1], motivates calling HB the maximal interpolation functor. B

2. Main results  ∈ N ×···× m For each m the product X1 Xm = i=1 Xi of quasi-Banach spaces is equipped with the norm (x1,...,xm) =max1≤i≤m xi Xi .Wedenoteby Lm(X1 ×···×Xm,Y) the quasi-Banach space of all m-linear bounded operators defined on X1 ×···×Xm with values in a quasi-Banach space Y , equipped with the quasi-norm { ≤ ≤ } T =sup T (x1,...,xm) Y ; x1 X1 1,..., xm Xm 1 .

Asinthecasewherem =1,wewriteL(X1,Y) instead of L1(X1,Y). ≤ ≤ Let Y =(Y0,Y1)andXi =(X0i,X1i)foreach1 i m be couples of quasi- ∈L m Banach spaces. If an operator T m( i=1(X0i + X1i),Y0 + Y1) is such that the ×···× restriction of T is bounded from Xj1 Xjm to Yj for j =0, 1, then we write ∈L m T m( i=1 Xi, Y ). Assume that Xi are quasi-Banach spaces intermediate with respect to Xi for 1 ≤ i ≤ m and Y is a quasi-Banach intermediate with respect to Y .Ifthereexists ∈L m a finite constant C>0 such that for every T m( i=1 Xi, Y ) the restriction of T is bounded from X1×···×Xm to Y with T ≤C,thenX1,...,Xm and Y are called C-multilinear interpolation spaces with respect to (X1,...,Xm)andY (we write for short (X1,...,Xm; Y ) ∈MintC (X1,...,Xm; Y )and(X1,X2; Y ) ∈ intC (X1, X2) in the case where m =1). Our first result is the following.

Theorem 2.1. Let GAi be a p-interpolation orbit for each 1 ≤ i ≤ m and let HB Ai,p B be a maximal interpolation method. Assume that (A1,...,Am; B) ∈MintC (A1,..., Am; B). Then for any p-Banach couples X1,...,Xm and any quasi-Banach couple Y , we have

A1 Am B G (X1),...,G (Xm); H (Y ) ∈MintC (X1,...,Xm; Y ). A1,p Am,p B

Ai B Proof. Let Xi := G (Xi)foreach1≤ i ≤ m and Y := H (Y ). For j =0, 1fix  Ai,p B ∈L m ≤ T m( i=1(X0i +X1i),Y0 +Y1) such that T Lm(Xj1,...,Xjn;Yj ) 1. Assume that ∈ ∈ → → xi Xi and xi = Siai with ai Ai,whereSi : Ai Xi.ForagivenR: Y B ≤ m → with R Y →B 1 define an operator UR : i=1(A0i + A1i) B0 + B1 by setting m UR(v1,...,vm)=RT (S1v1,...,Smvm), (v1,...,vm) ∈ (A0i + A1i). i=1

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For j =0, 1wehave m U (u ,...,u ) ≤R T L S v , R 1 m Bj Y →B m(Xj1,...,Xjn;Yj ) i Ai→Xi i Aji i=1

and so UR ∈Lm(A1 ×···×Am, B) and its norm satisfies m U ≤ S . R i Ai→Xi i=1

Our hypothesis gives that UR ∈Lm(A1,...,Am,B)and m U L ≤ C S . R m(A1,...,Am,B) i Ai→Xi i=1 Consequently, we obtain ≤ { ≤ } T (x1,...,xm) Y sup RT (S1v1,...,Smvm) B; R Y →B 1 { ≤ } =sup UR(a1,...,am) B; R Y →B 1 (1) m ≤ C S a . i Ai→Xi i Ai i=1 Suppose now that for each 1 ≤ i ≤ m ∞ xi = Sijaij (convergence in X0i + X1i), j=1

where Sij : Ai → Xi, aij ∈ Ai,aresuchthat ∞ (S a )p < ∞. ij Aj →Xj ij Ai j=1  ∈L m Since T m( i=1(X0i + X1i),Y0 + Y1) we conclude that ∞ ∞ ··· T (x1,...,xm)= T (S1j1 a1j1 ,...,Smjm amjm )(convergenceinY0 + Y1). j1=1 jm=1

Estimate (1) yields for each j1,...,jm m ≤ T (S1j1 a1j1 ,...,Smjm amjm ) Y C Siji → aji Aj , Aji Xji i i=1 and so ∞ ∞    1/p ≤ ··· p T (x1,...,xm) Y C T (S1j1 a1j1 ,...,Smjm amjm ) Y j1=1 jm=1  ∞ ∞ m  p 1/p ≤ C ··· S a iji Ai→Xi ij Ai j1=1 jm=1 i=1 m  ∞   1/p p = C Sij → aij Ai . Aji Xj i=1 j=1

Combining the above estimates, we conclude that T ∈Lm(X1 ×···×Xm,Y) with T ≤C, and this completes the proof. 

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Our results could be applied to the real methods of interpolation. Let 0

B ∈M JE1 (X1),...,JEm (Xm); HB (Y ) intC (X1,...,Xm; Y ). Proof. It follows from [8, Theorem 3.2] that the continuous inclusion map

→ Ei ≤ ≤ JEi (Xi) G (Xi), 1 i m, p,p has norm less than or equal to 1. Thus the required statement follows from Theo- rem 2.1.  We refer to [5] where interpolation of bilinear operators between quasi-Banach spaces was studied by the method of means.

3. Multilinear interpolation between Orlicz spaces In what follows we let (Ω,μ):=(Ω, Σ,μ)beacompleteσ-finite space and let L0(Ω,μ)=L0(μ) denote the space of equivalence classes of real valued measurable functions on Ω, equipped with the topology of convergence (in the measure μ) on sets of finite measure. By a quasi-Banach lattice on Ω we mean a quasi-Banach space X which is a subspace of L0(μ) such that there exists u ∈ X with u>0andif|f|≤|g| a.e., where g ∈ X and f ∈ L0(μ), then f ∈ X and fX ≤gX . A quasi-Banach lattice X is said to be maximal if its unit 0 BX = {x; x≤1} is a closed subset in L (μ). In the special case when Ω = Z is the set of integers and μ is the counting measure, then a quasi-Banach lattice E on Ω is called a quasi-Banach on Z. If X is a quasi-Banach lattice on (Ω,μ)andw ∈ L0(μ) with w>0 a.e., we define the weighted quasi-Banach lattice X(w)byxX(w) = xwX . Throughout the rest of the paper for given measure spaces (Ωi, Σi,μi), 1 ≤ i ≤ m,welet(Ω, Σ,μ) be a product measure space with Ω := Ω1 ×···×Ωm, Σ:=Σ1 ×···×Σm and μ := μ1 ×···×μm be a product measure space.

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0 0 0 We define a map : L (μ1) ×···×L (μm) → L (μ)by

0 0 (f1,...,fm)=f1 ⊗···⊗fm, (f1,...,fm) ∈ L (μ1) ×···×L (μm),

where f1 ⊗···⊗fm(ω1,...,ωm)=f1(ω1) ···fm(ωm) for all (ω1,...,ωm) ∈ Ω1 ×···×Ωm. Next we state a useful result in terms of applications.

Theorem 3.1. Let 0

: X1 ×···×Xm → X

≤ ∈ p0 p1 with C1 and (X, Y ) intC2 ((L (μ),L (μ)); (Y0,Y1)).Then,withC =C1C2, we have

p0 p1 p0 p1 (X1,...,Xm; X)∈MintC (L (μ1),L (μ1)) ×···×(L (μm),L (μm)); (Y0,Y1) . Proof. In [13] Vogt identifies the product p   p (2) L (μ1)⊗p ···⊗pL (μm) for m = 2; however, the proof works for each positive integer m ≥ 2. In our p0 setting this implies that there are continuous linear operators T0 : L (μ) → Y0 and p1 T1 : L (μ) → Y1 such that m p0 T (f1,...,fm)=T0⊗(f1,...,fm), (f1,...,fm) ∈ L (μi) i=1 and m p1 T (g1,...,gm)=T1⊗(g1,...,gm), (g1,...,gm) ∈ L (μi). j=1  m ∈ ∩ p1 In particular this yields that for all (f1,...,fm) i=1(Lp0 (μi) L (μi)),

T (f1,...,fm)=T0(f1 ⊗···⊗fm)=T1(f1 ⊗···⊗fm).

p0 p1 The density argument (via (2)) implies that T0 = T1 on L (μ) ∩ L (μ). Conse-  p0 p1  quently, the operator T : L (μ)+L (μ) → Y0 +Y1 given by T (f)=T0(f0)+T1(f1) ∈  for any f = f0 + f1 with fj Lpj (μ)forj =0, 1 is well defined. Since T = Tj on Lpj (μ), it follows that

 p0 p1 T :(L (μ),L (μ)) → (Y0,Y1). Hence we have T = T⊗ with

⊗ T p0 p1 ×···× pm −→ p0 p1 −→ T :(L (μ1),L (μ1)) (L (μm),Lpm (μm)) (L (μ),L (μ)) (Y0,Y1). Our interpolation hypotheses imply that

⊗ T T : X1 ×···×Xm −→ X −→ Y  with T ≤T ≤C1C2, and this completes the proof. 

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To obtain a variety of applications we recall some interpolation constructions. Let Φ denote the set of non-vanishing functions ϕ:[0, ∞) × [0, ∞) → [0, ∞), which are non-decreasing in each variable and positively homogeneous of degree one. We define Φ0 to be a subset of all ϕ ∈ Φ such that ϕ(1,t) → 0andϕ(t, 1) → 0ast → 0. −n −n We consider the Banach couples c0 =(c0,c0(2 )) and ∞ := (∞,∞(2 )) −n of sequences on Z.Ifϕ ∈ Φ(resp.,ϕ ∈ Φ0), then aϕ ∈ c0 + c0(2 )(resp., −n aϕ ∈ ∞ + ∞(2 )). For any ϕ ∈ Φ(resp.,ϕ ∈ Φ0) and any quasi-Banach couple X,wedenoteby

X0,X1 ϕ (resp., ϕ(X)) the interpolation orbit space Oc0 (aϕ, X)(resp.,

O∞ (aϕ, X)). It was shown in [10], [9] that for a large class of couples of quasi- Banach lattices these spaces are connected with the Calder´on-Lozanovskii spaces. We recall that if X =(X0,X1) is a couple of quasi-Banach lattices on a measure space (Ω,μ)andϕ ∈ Φ, then the Calder´on-Lozanovskii space ϕ(X)=ϕ(X0,X1) 0 consists of all x ∈ L (μ) such that |x| = ϕ(|x0|, |x1|) μ-a.e. for some xj ∈ Xj with ≤ xj Xj 1, j =0, 1. The space ϕ(X) is a quasi-Banach lattice equipped with the quasi-norm ([7])   | | | | | | x ϕ(X) := inf maxj=0,1 xj Xj ; ϕ( x0 , x1 )= x .

If ϕ is a concave function, then ϕ(X0,X1) is a Banach lattice provided (X0,X1)is a Banach couple (see [7]). In the case when ϕ(s, t)=s1−θtθ, ϕ(X)istheCalder´on space (see [4]). We note that in analogy with the Banach case the continuous inclusion

ϕ(X0,X1) → ϕ(X0,X1)

holds for all couples (X0,X1) of quasi-Banach lattices and ϕ ∈ Φ. It was shown in [10, 11] (see also [9]) that for any ϕ ∈ Φ0 the following continuous inclusions hold for a large class C of couples (X0,X1) of quasi-Banach lattices: c (3) ϕl(X0,X1) → X0,X1 ϕ → ϕ(X0,X1) , c where ϕ(X0,X1) is a Calder´on-Lozanovskii space and ϕ(X0,X1) is the Gagliardo completion of ϕ(X0,X1) with respect X0 +X1, i.e., the space of all limits in X0 +X1 of sequences {xn} that are bounded in X = ϕ(X0,X1). This space is equipped with the quasi-norm

xXc =inf sup xnX , { } xn n≥1

where {xn}⊂X has the same meaning as above. The class C contains p-convex quasi-Banach lattices with 1 ≤ p<∞. Recall that a quasi-Banach lattice X is called p-convex if there exists a constant C>0 such that if x1,...,xn ∈ X,then  n   n   1/p  1/p | |p ≤ p xi C xi X . X i=1 i=1

Notice that if ϕ ∈ Φ, then ϕ = ϕ0 + ϕ1,whereϕ1(s, t):=as + bt for all s, t ≥ 0

with a = lims→0+ ϕ(1,s), b = lims→0+ ϕ(s, 1). Thus aϕ = aϕ0 + aϕ1 . Clearly

ϕ(X)=ϕ0(X)+ϕ1(X)

for any couple X of quasi-Banach lattices. Since ϕ0 ∈ Φ, by combining the above remarks and the mentioned inclusions (3), we can easily deduce that the

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continuous inclusions

c ϕ(X0,X1) → ϕ(X0,X1) → ϕ(X0,X1)

aretrueforeveryϕ ∈ Φ and all quasi-Banach couples (X0,X1) ∈C.

Theorem 3.2. p0 p1 ≤ Let Lw0i and Lw1i with 0 0 such that ϕ(1,t1 ···tm) ≤ Cϕ1(1,t1) ···ϕm(1,tm) for all t1,...,tm ≥ 0. Then any operator in

p0 p1 p0 p1 Lm((L (μ1),L (μ1)) ×···×(L (μm),L (μm)), (Y0,Y1)) lies in

L p0 p1 ×···× m(ϕ1(L (μ1),L (μ1)) ϕm(Lp0 (μm),Lp1 (μm)),ϕ(Y0,Y1)).

Proof. It is clear that the condition ϕ(1,t1 ···tm) ≤ Cϕ1(1,t1) ···ϕm(1,tm) for all t1,...,tm ≥ 0isequivalentto

ϕ(s1 ···sm,t1 ···tm) ≤ Cϕ1(s1,t1) ···ϕm(sm,tm),si,ti > 0, 1 ≤ i ≤ m.

This easily implies that for any measure space (Ωi,νi)with1≤ i ≤ m and ν := ν1 ×···×νm,

p0 p1 p0 p1 p0 p1 : ϕ1(L (ν1),L (ν1)) ×···×ϕm(L (νm),L (νm)) → ϕ(L (ν),L (ν))

with ≤C. Without loss of generality we may assume that 1/q := 1/p0 − 1/p1 > 0. Based ≤ ≤ 1/p0 1/p1 on ideas of Stein and Weiss [12], for each 1 i m set τi =(w1i w0i ),σi = p0 0 (w0i/τi) and dνi = σidμi.Forf ∈ L (νi) define Si(f)=τif and note that for each 1 ≤ i ≤ m and j =0, 1wehave

pj pj pj ∈ Sif L (νi) = f ,fLwji. Lwji

This shows that Si is a positive isometrical isomorphism between quasi-Banach p0 p1 p0 p1 ≤ ≤ couples (Lw0i ,Lw1i )and(L (νi),L (νi)) for each 1 i m,andso

p0 p1 p0 p1 ≤ ≤ Si(ϕi(Lw0i ,Lw1i )) = ϕi(L (νi),L (νi)), 1 i m. This implies that the operator S given by

−1 −1 S(f1,...,fm):=T (S1 f1,...,Sm fm)  m ∈ p0 p1 for all (f1,...,fm) i=1(L (νi)+L (νi)) satisfies

p0 p1 p0 p1 S ∈Lm((L (ν0),L (ν0)) ×···×((L (νm),L (νm)), (Y0,Y1)).  m pi p1 Applying Theorem 3.1, we conclude that S is bounded from i=1ϕi(L (νi),L (νi)) to ϕ(Y0,Y1). The above yield that the operator

p0 p1 p0 p1 T : ϕ1(L (ν0),L (ν0)) ×···×ϕm(L (νm),L (νm)) → ϕ(Y0,Y1) is bounded, and this completes the proof. 

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We give below applications of Theorem 3.2 to quasi-Banach Orlicz spaces. First we recall that if ψ is an Orlicz function (i.e., ψ :[0, ∞) → [0, ∞)isanincreasing, such that ψ(0) = 0), then the Lψ on a given measure space (Ω,μ) is defined to be a subspace of L0(μ) consisting of all f ∈ L0(μ) | | ∞ such that for some λ>0wehave Ω ψ(λ f ) dμ < .Weset   

fψ =inf λ>0; ψ(|f|/λ) dμ ≤ 1 . Ω If there exists C>0 such that ψ(t/C) ≤ ψ(t)/2 for all t>0, then

f + gψ ≤ C(fψ + gψ),f,g∈ Lψ,

and so Lψ is a quasi-Banach space. In what follows we consider only Orlicz spaces Lψ generated by Orlicz functions ψ which satisfy the above inequality. It is well known (see [9], [11, pp. 460-461]) that for any ϕ ∈ Φ and any couple p0 p1 ≤∞ (Lw0 ,Lw1 ) on a measure space (Ω,μ)with0

p0 p1 ϕ(Lw0 ,Lw1 )=LM

with equivalence of the quasi-norms, where LM is the generalized Orlicz space 1/p1 −1/p0 q q generated by the function M(u, t)=ψ((w1(t) w0(t) ) )(w0(t)/w1(t)) for all u ≥ 0andt ∈ Ω. Here 1/q =1/p0 − 1/p1 and ψ is an Orlicz function given by −1 1/p 1/p ψ (t)=ϕ(t 0 ,t 1 ) for all t>0. LM is equipped with the quasi-norm   

fΦ =inf λ>0; M(|f(t)|/λ, t) dμ ≤ 1 . Ω In particular we have p0 p1 ϕ(L ,L )=Lψ. We note also that a simple calculation shows (see [11, p. 459]) that in the case 0 0 and assume that the functions t → ψ(t)/t , t → ψi(t)/t are p p non-decreasing and t → ψ(t)/t 1 , t → ψi(t)/t 1 (1 ≤ i ≤ m) are non-increasing. Then for every

p0 p1 p0 p1 p0 p1 T ∈Lm((L (μ1),L (μ1)) ×···×(L (μm),L (μm)), (L (ν),L (ν))) we have that ∈L ×···× T m(Lψ1 (μ1) Lψm (μm),Lψ(ν)). Proof. First observe that if an Orlicz function φ is such that the function t → φ(t)/tp0 is non-decreasing and t → φ(t)/tp1 is non-increasing, respectively, then − − the functions t → φ 1(t)/t1/p0 and t → φ 1(t)/t1/p1 are non-increasing and non- decreasing, respectively. This implies that the function ρ:[0, ∞) → [0, ∞) defined by ρ(0) = 0 and − − φ 1(t)=t1/p1 ρ(t1/p0 1/p1 ),t>0, is quasi-concave; i.e., t → ρ(t) is non-decreasing and t → ρ(t)/t is non-increasing.

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Now define ϕ ∈ Φbyϕ(s, t)=tρ(s/t)fort>0and0ift = 0. Then, we have − φ 1(t)  ϕ(t1/p0 ,t1/p1 ),t≥ 0. Thus, it follows by (4) that for any measure space (Ω,ν)wehavethat

p0 p1 Lφ(ν)=ϕ(L (ν),L (ν)), up to equivalence of quasi-norms. Combining our hypotheses, we conclude that there exist ϕ, ϕi ∈ Φ such that p0 p1 p0 p1 ≤ ≤ Lψ(ν)=ϕ(L (ν),L (ν)),Lψi (μi)=ϕi(L (μi)),L (μi)), 1 i m,

with ϕ(1,t1 ···tm) ≤ Cϕ1(1,t1) ···ϕm(1,tm)forsomeC>0andforallt1,...,tm ≥ 0. An application of Theorem 3.2 completes the proof.  References

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Department of Mathematics, University of Missouri, Columbia, Missouri 65211 E-mail address: [email protected] Faculty of Mathematics and Computer Science, A. Mickiewicz University; and Institute of Mathematics, Polish Academy of Science (Poznan´ branch), Umultowska 87, 61-614 Poznan,´ Poland E-mail address: [email protected] Faculty of Mathematics and Computer Science, A. Mickiewicz University, Umul- towska 87, 61-614 Poznan,´ Poland E-mail address: [email protected]

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