Continuous exponential martingales and BMO

DOI10.1007/BFB0073585zbMath0806.60033OpenAlexW195238294MaRDI QIDQ1332326

Norihiko Kazamaki

Publication date: 11 September 1994

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0073585

zbMATH Keywords

BMO spacecontinuous local martingalesFefferman's inequalityGarnett-Jones theoremexponential local martingaleweighted norm and ratio inequalities

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) (H^p)-spaces (42B30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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