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Displaying similar documents to “On compact Ito's formulas for martingales of mc4.”

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.

Martingale operators and Hardy spaces generated by them

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 H p T is given if the operator T is predictable. We generalize the John-Nirenberg theorem, namely, we prove that the B M O q spaces generated by an operator T are all equivalent. The sharp operator is also considered and it is verified that the L p norm of the sharp operator is equivalent to the H p T norm. The interpolation spaces between the Hardy and BMO spaces are identified by...