Martingale convergence theorem in quantum logics
Martingale criteria for stochastic stability
Martingale operators and Hardy spaces generated by them
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 the real method....
Martingale selection problem and asset pricing in finite discrete time.
Martingale theorems in the ergodic theory
Martingales and profile of binary search trees.
Martingales asymptotiques pour l'ordre
Martingales et convergence étroite de mesures de probabilité
Martingales in Banach spaces for which the convergence with probability one, in probability and in law coincide
Maximal Inequalities for Stochastic Integrals
Meilleures approximations et médianes conditionnelles
Mesures vectorielles dans les espaces réticulés
Moderate deviations for bounded subsequences.
Moderate deviations for martingales with bounded jumps.
Moderate deviations for the Durbin–Watson statistic related to the first-order autoregressive process
The purpose of this paper is to investigate moderate deviations for the Durbin–Watson statistic associated with the stable first-order autoregressive process where the driven noise is also given by a first-order autoregressive process. We first establish a moderate deviation principle for both the least squares estimator of the unknown parameter of the autoregressive process as well as for the serial correlation estimator associated with the driven noise. It enables us to provide a moderate deviation...
Moment Inequality for the Martingale Square Function
Consider the sequence of positive numbers defined by C₁ = 1 and , n = 1,2,.... Let M be a real-valued martingale and let S(M) denote its square function. We establish the bound |Mₙ|≤ Cₙ Sₙ(M), n=1,2,..., and show that for each n, the constant Cₙ is the best possible.
Monotonic rearrangements of functions with small mean oscillation
We obtain sharp bounds for the monotonic rearrangement operator from "dyadic-type" classes to "continuous" ones; in particular, for the BMO space and Muckenhoupt classes. The idea is to connect the problem with a simple geometric construction named α-extension.