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Martingale energy inequality

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#probability #martingales #bmo-martingales
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BMO martingales

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Equivalent definitions of $\mathrm{BMO}_p$ martingales

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Submartingality of generalized stochastic exponential of a BMO martingale

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#probability-theory #martingales #bmo-martingales
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Why is this a VMO function?

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#real-analysis #partial-differential-equations #sobolev-spaces #bmo-martingales
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The notion of a point of vanishing mean oscillation is more general than that of Lebesgue points.

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#real-analysis #partial-differential-equations #lebesgue-integral #sobolev-spaces #bmo-martingales
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Lebesgue point - an example

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#measure-theory #lebesgue-integral #sobolev-spaces #bmo-martingales
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Proving that a infinite sum of random variables converges

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#probability #probability-theory #martingales #bmo-martingales
54
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What's the BMO norm of the sine function?

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#integration #definite-integrals #harmonic-analysis #hardy-spaces #bmo-martingales
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Martingale difference sequence out of an arbitrary sequence by conditioning

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#probability #conditional-probability #martingales #bmo-martingales

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