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Remark on a characterization of {BMO}-martingales

Remarks on a characterisation of BMO-martingales

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 1979Publisher:Mathematical Institute, Tohoku UniversityJournal:Tohoku Mathematical Journal, volume 31 (issn: 0040-8735,

Authors: Izumisawa, Masataka; Sekiguchi, Takeshi; Shiota, Yasunobu;

doi: 10.2748/tmj/1178229795

Remark on a characterization of {BMO}-martingales

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Abstract

REFERENCES[ 1 ] C. DoLέANS-DADE AND P. A. MEYER, Iπegalites de normes avec poids, (preprint).[2] C. DθLέANS-DADE AND P. A. MEYER, Une caracterisation de BMO, Seminaire de Pro-babilites XI, Univ. de Strasbourg, Lecture Notes in Math., 581 (1977), Springer-Verlag, Berlin, 383-389.] 3 ] M. IZUMISAWA AND N. KAZAMAKI, Weighted norm inequalities for martingales, TδhokuMath. J., 29 (1977), 115-124.[4] N. KAZAMAKI, On transforming the class of BMO-martingales by a change of law,

Related Organizations

Tohoku University
Japan

Keywords

local martingale, Stopping times; optimal stopping problems; gambling theory, Generalizations of martingales, BMO-martingale, 60G44, Martingales with continuous parameter, stopping times

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