A counterexample related to -weights in martingale theory
Norihiko Kazamaki (1985)
Séminaire de probabilités de Strasbourg
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Norihiko Kazamaki (1985)
Séminaire de probabilités de Strasbourg
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Norihiko Kazamaki, Masato Kikuchi (1989)
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Norihiko Kazamaki (1978)
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Masato Kikuchi (1989)
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Peter Grandits (1999)
Séminaire de probabilités de Strasbourg
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Walter Schachermayer (1996)
Séminaire de probabilités de Strasbourg
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Peter Grandits (1996)
Séminaire de probabilités de Strasbourg
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Norihiko Kazamaki (1989)
Séminaire de probabilités de Strasbourg
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Svante Janson (1981)
Annales de l'institut Fourier
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The commutator of multiplication by a function and a martingale transform of a certain type is a bounded operator on , , if and only if the function belongs to BMO. This is a martingale version of a result by Coifman, Rochberg and Weiss.