Changes of law, martingales and the conditioned square function

DOI10.2748/tmj/1178229737zbMath0442.60043OpenAlexW2092668241WikidataQ114845230 ScholiaQ114845230MaRDI QIDQ1143711

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/1178229737

zbMATH Keywords

BMO-martingaleBurkholder-Gundy inequalities

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42)

Related Items (1)

New martingale inequalities and applications to Fourier analysis

Cites Work

• BMO-martingales and inequalities
• Weighted norm inequality for operator on martingales
• Weighted norm inequalities for martingales
• Extrapolation and interpolation of quasi-linear operators on martingales
• Transformation of H p -martingales by a change of law
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Changes of law, martingales and the conditioned square function