Une définition faible de BMO. (A weak definition of BMO)

zbMath0611.60043MaRDI QIDQ1087225

Michel Émery

Publication date: 1985

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1985__21_1_59_0

zbMATH Keywords

stopping timelocal martingaleJohn and Niremberg's inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44) Martingales and classical analysis (60G46)

Related Items (3)

A new aspect of \(L_{\infty}\) in the space of BMO-martingales ⋮ Weighted BMO and discrete time hedging within the Black-Scholes model ⋮ The \(p\)-optimal martingale measure in continuous trading models

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