Sharp maximal estimates for BMO martingales (Q902244): Difference between revisions

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-Adam Osȩkowski
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+Adam Osȩkowski
@@ Property / author: Adam Osȩkowski / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic risk measures: Time consistency and risk measures from BMO martingales
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@@ Property / cites work @@
+Q2708746
@@ Property / cites work: Q2708746 / rank @@
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+Weighted norm inequalities and hedging in incomplete markets
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+Characterizations of bounded mean oscillation
@@ Property / cites work: Characterizations of bounded mean oscillation / rank @@
+Normal rank
@@ Property / cites work @@
+Weighted BMO and discrete time hedging within the Black-Scholes model
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@@ Property / cites work @@
+Q4771939
@@ Property / cites work: Q4771939 / rank @@
+Normal rank
@@ Property / cites work @@
+Conformal martingales
@@ Property / cites work: Conformal martingales / rank @@
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+On functions of bounded mean oscillation
@@ Property / cites work: On functions of bounded mean oscillation / rank @@
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@@ Property / cites work @@
+Continuous exponential martingales and BMO
@@ Property / cites work: Continuous exponential martingales and BMO / rank @@
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@@ Property / cites work @@
+Sharp Martingale and Semimartingale Inequalities
@@ Property / cites work: Sharp Martingale and Semimartingale Inequalities / rank @@
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+Sharp results in the integral-form John–Nirenberg inequality
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+Sharp constants in the classical weak form of the John-Nirenberg inequality
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@@ links / mardi / name / links / mardi / name @@
+Publication:902244