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XXX: 22, 357-360, LNM 1626 (1996)

**GRANDITS, Peter**

On a conjecture of Kazamaki

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XXXII: 08, 73-85, LNM 1686 (1998)

**GRANDITS, Peter**; **KRAWCZYK, Leszek**

Closedness of some spaces of stochastic integrals

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XXXIII: 16, 342-348, LNM 1709 (1999)

**GRANDITS, Peter**

Some remarks on L$^\infty $, H$^\infty $, and $BMO$ (Martingale theory)

It is known from 1212 that neither $L^\infty$ nor $H^\infty$ is dense in $BMO$. This article answers a question raised by Durrett (*Brownian Motion and Martingales in Analysis,* Wadworth 1984): Does there exist a $BMO$-martingale which has a best approximation in $L^\infty$? The answer is negative, but becomes positive if $L^\infty$ is replaced with $H^\infty$

Keywords: $BMO$, Hardy spaces

Nature: Original

Retrieve article from Numdam

On a conjecture of Kazamaki

Retrieve article from Numdam

XXXII: 08, 73-85, LNM 1686 (1998)

Closedness of some spaces of stochastic integrals

Retrieve article from Numdam

XXXIII: 16, 342-348, LNM 1709 (1999)

Some remarks on L$^\infty $, H$^\infty $, and $BMO$ (Martingale theory)

It is known from 1212 that neither $L^\infty$ nor $H^\infty$ is dense in $BMO$. This article answers a question raised by Durrett (

Keywords: $BMO$, Hardy spaces

Nature: Original

Retrieve article from Numdam