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Chapter 1 contains some properties of an exponential local martingale \\({\\mathcal E} (M): = \\exp (M - {1 \\over 2} \\langle M \\rangle)\\), where \\(\\langle M \\rangle\\) denotes the quadratic variation of the martingale \\(M\\). In Chapter 2 the John-Nirenberg inequality and the duality between the Hardy space \\(H_ 1\\) and BMO is proved. Moreover, it is verified that the following three conditions are equivalent:   (i) \\(M \\in \\text{BMO}\\);   (ii) \\({\\mathcal E} (M)\\) is a uniformly integrable martingale which satisfies the reverse H\u00f6lder inequality: \\(E[{\\mathcal E} (M)^ p_ \\infty \\mid {\\mathcal F}_ T] \\leq C_ p {\\mathcal E} (M)^ p_ T\\) for some \\(p > 1\\), where \\(T\\) is an arbitrary stopping time;    (iii) \\({\\mathcal E} (M)\\) satisfies the condition \\(\\sup_ T \\| E [\\{{\\mathcal E} (M)_ T/{\\mathcal E} (M)_ \\infty \\}^{1/(p - 1)} \\mid {\\mathcal F}_ T \\|_ \\infty < \\infty\\) for some \\(p > 1\\).   The distances between \\(L_ \\infty\\) and BMO and between \\(H_ \\infty\\) and BMO are considered. In the last chapter we can find some interesting connections between the BMO closure of \\(L_ \\infty\\) and condition (ii) and between the BMO closure of \\(H_ \\infty\\) and condition (iii). Finally, some weighted norm and ratio inequalities are proved. There are several counterexamples in the 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