X: 18, 401-413, LNM 511 (1976)
PRATELLI, Maurizio
Sur certains espaces de martingales de carré intégrable (
Martingale theory)
The main purpose of this paper is to define spaces similar to the $H^p$ and $BMO$ spaces (which we may call here $h^p$ and $bmo$) using the angle bracket of a local martingale instead of the square bracket (this concerns only locally square integrable martingales). It is shown that for $1<p<\infty$ $h^p$ is reflexive with dual the natural $h^q$, and that the conjugate (dual) space of $h^1$ is $bmo$
Comment: This paper contains some interesting martingale inequalities, which are developed in Lenglart-Lépingle-Pratelli,
1404. An error is corrected in
1250Keywords: Inequalities,
Angle bracket,
$BMO$Nature: Original
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