Conformal martingales
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Publication:758798
DOI10.1007/BF01425714zbMATH Open0268.60048OpenAlexW4239991349MaRDI QIDQ758798FDOQ758798
Authors: R. K. Getoor, Michael J. Sharpe 
Publication date: 1972
Published in: Inventiones Mathematicae (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/142150
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Cited In (56)
- A sharp \(L^p\) estimate for the total variation process
- \(BLO\) class under the change of measure
- Sharp analytic version of Fefferman's inequality
- On the existence of a conformal martingale
- Lévy processes on smooth manifolds with a connection
- Formule de Cauchy relative à certains lacets browniens
- Semimartingales and Markov processes
- Weighted norm inequalities for martingales
- Stochastic integral representation of some martingales
- A note on exponential martingales
- On limit processes for a class of additive functional of recurrent diffusion processes
- The semimartingale decomposition of one-dimensional quasidiffusions with natural scale
- Analytic functions with bounded mean oscillation and logarithms of \(H^p\) functions
- Brownian motion, martingales and Itô formula in Clifford analysis
- From Markov processes to semimartingales
- A stochastic characterization of harmonic morphisms
- Title not available (Why is that?)
- Accessibility of infinite dimensional Brownian motion to holomorphically exceptional set
- Embedding \textit{BMO} into weighted \textit{BMO}
- Orthogonality in complex martingale spaces and connections with the Beurling-Ahlfors transform
- Finely holomorphic functions
- On the semimartingale nature of Feller processes with killing
- Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson
- Random times with given survival probability and their \(\mathbb F\)-martingale decomposition formula
- On the relations between increasing functions associated with two- parameter continuous martingales
- Sharp Lorentz-norm estimates for BMO martingales
- Maximal inequalities and some applications
- Existence of optimal martingales
- Complex valued multiparameter stochastic integrals
- On extremal solutions of martingale problems
- Espaces \(H^ p\) au dessus de l'espace hermitien hyperbolique de \(C^ n\) (\(n>1\)). II
- The algebra of bounded holomorphic martingales
- Stochastic integrals in the plane
- The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups
- Sharp maximal estimates for BMO martingales
- Brownian motion in hyperspherical co-ordinates
- On the best constant in the martingale version of Fefferman's inequality
- A Singular Stochastic Integral Equation
- When is a stochastic integral a time change of a diffusion?
- On Levy's downcrossing theorem
- On the power series representation of smooth conformal martingales
- A note on \(H^1\text{-}BMO\) duality
- Decreasing sequences of \(\sigma\)-fields and a measure change for Brownian motion. I
- Riemann integration on complex brownian paths
- Finely harmonic morphisms, Brownian path preserving functions and conformal martingales
- On conformal martingale diffusions and pluripolar sets
- On the best constant in the estimate related to 𝐻¹-𝐵𝑀𝑂 duality
- Simplified stochastic calculus via semimartingale representations
- Bounded Mean Oscillation and Regulated Martingales
- On the maximal inequalities of Burkholder, Davis and Gundy
- On martingales whose exponential processes satisfy Muckenhoupt's condition \(A_1\)
- A note on conformal martingales
- The Burgess Davis inequalities via Fefferman's inequality
- On the transformation of some classes of martingales by a change of law
- Stochastic holomorphy
- The foundational inequalities of D. L. Burkholder and some of their ramifications
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