On a conjecture of Kazamaki
Séminaire de probabilités de Strasbourg (1996)
- Volume: 30, page 357-360
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topGrandits, Peter. "On a conjecture of Kazamaki." Séminaire de probabilités de Strasbourg 30 (1996): 357-360. <http://eudml.org/doc/113938>.
@article{Grandits1996,
author = {Grandits, Peter},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {BMO; reverse Hölder inequalities; exponential martingales},
language = {eng},
pages = {357-360},
publisher = {Springer - Lecture Notes in Mathematics},
title = {On a conjecture of Kazamaki},
url = {http://eudml.org/doc/113938},
volume = {30},
year = {1996},
}
TY - JOUR
AU - Grandits, Peter
TI - On a conjecture of Kazamaki
JO - Séminaire de probabilités de Strasbourg
PY - 1996
PB - Springer - Lecture Notes in Mathematics
VL - 30
SP - 357
EP - 360
LA - eng
KW - BMO; reverse Hölder inequalities; exponential martingales
UR - http://eudml.org/doc/113938
ER -
References
top- [1] N. Kazamaki, Continuous Exponential Martingales and BMO, SpringerLecture Notes in Mathematics1579(1994). Zbl0806.60033MR1299529
- [2] W. Schachermayer, A characterization of the closure of H∞ in BMO, to appear in Seminaire de Probabilites XXX, SpringerLecture Notes in Mathematics.
- [3] D. Revuz, M. Yor, Continuous Martingales and Brownian Motion, Springer, Berlin-Heidelberg-New York(1991). Zbl0731.60002MR1083357
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