Continuous exponential martingales and BMO

DOI10.1007/BFb0073585zbMath0806.60033MaRDI QIDQ1332326

Norihiko Kazamaki

Publication date: 11 September 1994

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

zbMATH Keywords

BMO space; continuous local martingales; Fefferman's inequality; Garnett-Jones theorem; exponential local martingale; weighted norm and ratio inequalities

Mathematics Subject Classification ID

60G44: Martingales with continuous parameter

42B30: (H^p)-spaces

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

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