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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 1250

Keywords: Inequalities, Angle bracket, $BMO$

Nature: Original

Retrieve article from Numdam

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 1250

Keywords: Inequalities, Angle bracket, $BMO$

Nature: Original

Retrieve article from Numdam