On transforming the class of BMO-martingales by a change of law

DOI10.2748/tmj/1178229832zbMath0425.60040OpenAlexW2052159717WikidataQ114845227 ScholiaQ114845227MaRDI QIDQ1135574

Norihiko Kazamaki

Publication date: 1979

Published in: Tôhoku Mathematical Journal. Second Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2748/tmj/1178229832

zbMATH Keywords

transformation of BMO-martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44)

Related Items (4)

On the transformation of some classes of martingales by a change of law ⋮ Remarks on a characterisation of BMO-martingales ⋮ New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations ⋮ Transformation of H p -martingales by a change of law

Cites Work

• Transformation of local martingales under a change of law
• Weighted norm inequalities for martingales
• Weighted norm inequalities for maximal functions and singular integrals
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