Conjugate martingale transforms
Ferenc Weisz (1992)
Studia Mathematica
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Characterizations of H₁, BMO and VMO martingale spaces generated by bounded Vilenkin systems via conjugate martingale transforms are studied.
Ferenc Weisz (1992)
Studia Mathematica
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Characterizations of H₁, BMO and VMO martingale spaces generated by bounded Vilenkin systems via conjugate martingale transforms are studied.
Richard Gundy (1969)
Studia Mathematica
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Nicolas Th. Varopoulos (1981)
Annales de l'institut Fourier
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The Riesz transforms of a positive singular measure satisfy the weak type inequality where denotes Lebesgue measure and is a positive constant only depending on .
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.
Ferenc Weisz (1995)
Studia Mathematica
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Martingale Hardy spaces and BMO spaces generated by an operator T are investigated. An atomic decomposition of the space is given if the operator T is predictable. We generalize the John-Nirenberg theorem, namely, we prove that the spaces generated by an operator T are all equivalent. The sharp operator is also considered and it is verified that the norm of the sharp operator is equivalent to the norm. The interpolation spaces between the Hardy and BMO spaces are identified by...
J. Chao, Lizhong Peng (1996)
Colloquium Mathematicae
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F. Delbaen, W. Schachermayer (1996)
Annales de l'I.H.P. Probabilités et statistiques
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María Jolis (1990)
Publicacions Matemàtiques
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We prove that the class m of continuous martingales with parameter set [0,1], bounded in L, is included in the class of semi-martingales S (L(P)) defined by Allain in [A]. As a consequence we obtain a compact Itô's formula. Finally we relate this result with the compact Itô formula obtained by Sanz in [S] for martingales of m .