A remark on H1 martingales
From MaRDI portal
Publication:6300849
Abstract: The space of H1 martingales is interesting because of its duality with the space of BMO martingales. It is straightforward to show that every H1 martingale is a uniformly integrable martingale. However, the converse is not true. That is to say, some uniformly integrable martingales are not H1 martingales. This brief note provides a template for systematically constructing such processes.
This page was built for publication: A remark on H1 martingales
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6300849)
