An extension of Kazamaki's results on BMO differentials

DOI10.1214/aop/1176994572zbMath0446.60042OpenAlexW2024451538MaRDI QIDQ1145948

Philip E. Protter

Publication date: 1980

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994572

zbMATH Keywords

BMO differentialsBMO martingales with continuous pathssemimartingal

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

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