Existence of optimal martingales

DOI10.2748/tmj/1178229797zbMath0435.60040OpenAlexW2043998917MaRDI QIDQ1140358

Hiroaki Morimoto

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/1178229797

zbMATH Keywords

BMO-martingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Martingales and classical analysis (60G46)

Cites Work

• Conformal martingales
• On the transformation of some classes of martingales by a change of law
• Transformation of local martingales under a change of law
• Weighted norm inequalities for martingales
• On the Solutions of a Stochastic Control System
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