Martingale BMO spaces with continuous time (Q1919286)

In previous works from Fefferman-Stein, Garsia and the author, various kinds of martingale BMO spaces were defined in discrete time. They involves either the martingale sequence, the quadratic variation or the conditional quadratic variation, and the equivalence of some of those spaces was proved. The purpose of this paper is to give the same results in the setting of continuous time martingales. Some sharp functions are also defined, and the properties of their \(L^p\)-norm are investigated.