Interpolation between continuous parameter martingale spaces: The real method
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Publication:1897823
DOI10.1007/BF01874434zbMath0830.60039OpenAlexW2048724739MaRDI QIDQ1897823
Publication date: 15 January 1996
Published in: Acta Mathematica Hungarica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01874434
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Cites Work
- Stochastic integration and \(L^ p-\)theory of semimartingales
- Semimartingales: A course on stochastic processes
- Interpolation between vector-valued Hardy spaces
- Interpolation between \(L^\infty\) and \(H^1\), the real method
- Distribution function inequalities for martingales
- Martingale Hardy spaces for \(0<p\leq 1\)
- Martingale Hardy spaces and their applications in Fourier analysis
- Interpolation between \(H^ p \)spaces: The complex method
- Martingale BMO spaces with continuous time
- Extrapolation and interpolation of quasi-linear operators on martingales
- \(H^p\) spaces of several variables
- Interpolation Between H p Spaces: The Real Method
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