Martingale BMO spaces with continuous time (Q1919286)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 913007
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Martingale BMO spaces with continuous time |
scientific article; zbMATH DE number 913007 |
Statements
Martingale BMO spaces with continuous time (English)
0 references
9 April 1997
0 references
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.
0 references
martingale BMO spaces
0 references
quadratic variation
0 references
conditional quadratic variation
0 references
continuous time martingales
0 references
0.9217101
0 references
0 references
0.88954324
0 references
0 references
