Attainable claims with p'th moments
F. Delbaen, W. Schachermayer (1996)
Annales de l'I.H.P. Probabilités et statistiques
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F. Delbaen, W. Schachermayer (1996)
Annales de l'I.H.P. Probabilités et statistiques
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Hans Fölmer (1979)
Banach Center Publications
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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 (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...
Ferenc Weisz (1991)
Studia Mathematica
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Richard Gundy (1969)
Studia Mathematica
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D. Nualart, M. Sanz (1981)
Annales de l'I.H.P. Probabilités et statistiques
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J. Chao, Lizhong Peng (1996)
Colloquium Mathematicae
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