A characterisation of the closure of H ∞ in B M O

Walter Schachermayer

Séminaire de probabilités de Strasbourg (1996)

  • Volume: 30, page 344-356

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Schachermayer, Walter. "A characterisation of the closure of $H^\infty $ in $BMO$." Séminaire de probabilités de Strasbourg 30 (1996): 344-356. <http://eudml.org/doc/113937>.

@article{Schachermayer1996,
author = {Schachermayer, Walter},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {continuous martingale; characterization of the BMO-closure; BMO-martingales},
language = {fre},
pages = {344-356},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A characterisation of the closure of $H^\infty $ in $BMO$},
url = {http://eudml.org/doc/113937},
volume = {30},
year = {1996},
}

TY - JOUR
AU - Schachermayer, Walter
TI - A characterisation of the closure of $H^\infty $ in $BMO$
JO - Séminaire de probabilités de Strasbourg
PY - 1996
PB - Springer - Lecture Notes in Mathematics
VL - 30
SP - 344
EP - 356
LA - fre
KW - continuous martingale; characterization of the BMO-closure; BMO-martingales
UR - http://eudml.org/doc/113937
ER -

References

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  1. [DMSSS 94]. F. Delbaen, P. Monat, W. Schachermayer, M. Schweizer, C. Stricker, Inégalités de normes avec Poids et Fermeture d'un Espace d'Intégrales Stochastiques, CRAS, Paris319, Série I (1994), 1079 — 1081. Zbl0810.60047MR1305680
  2. [DMSSS 95]. F. Delbaen, P. Monat, W. Schachermayer, M. Schweizer, C. Stricker, Weighted Norm Inequalities and Closedness of a Space of Stochastic Integrals, preprint, (1995), 45p. Zbl0810.60047MR1305680
  3. [DM 79]. C. Doléans-Dade, P.A. Meyer, Inégalités de normes avec poids, Séminaire de Probabilités XIII, SpringerLecture Notes in Mathematics721 (1979), 313 — 331. Zbl0406.60029MR544804
  4. [K 94]. N. Kazamaki, Continuous Exponential Martingales and BMO, SpringerLecture Notes in Mathematics1579 (1994). Zbl0806.60033MR1299529
  5. [RY 91]. D. Revuz, M. Yor, Continuous Martingales and Brownian Motion, Springer, Berlin-Heidelberg-New York, (1991). Zbl0731.60002MR1083357

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