Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152868 | Statistics & Probability Letters | 2013 | 5 Pages |
Abstract
Let X be a continuous-path uniformly integrable martingale such that its exponential process E(X) satisfies the probabilistic version of Muckenhoupt's condition A1. We establish optimal upper bounds for the BMO norm of X and a class of related sharp exponential estimates.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Adam Osȩkowski,