BMO-sequences and amarts (Q5899747)

The author considers adapted sequences \(\{X_ n\}\) having bounded mean oscillation in the sense that either (a) \(\sup_{m\geq n\geq 1}\| E (| X_ m -X_{n-1}| | F_ n )\|_\infty<\infty\) or (b) there exists some \(Z\in L^ p\) with \(1 \leq p \leq \infty\) such that \(\sup_{m\geq n} E(| X_ m-X_{n-1}| | F_ n) \leq E(Z| F_ n)\) a.s. holds for all \(n\in N\). These sequences are compared with uniform semiamarts, amarts of finite order, and amarts.