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12 votes
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Hardy spaces: analysis <---> martingales

Let $H^p$ be the Hardy space of analytic functions on the open unit disk $\mathbb{D}$: $f \in H^p$ if $f$ is analytic on $\mathbb{D}$ and $\sup_{r < 1} \int_0^{2\pi} |f(re^{i\theta})|^p d\theta <...
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4 votes
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Does Novikov condition imply BMO martingale?

Let $(\Omega,\mathbb{F},P)$ be a complete probability space, equipped with a filtration $\mathcal{F}_t, 0 \le t < \infty$. Consider a continuous local martingale $(X_t, \mathcal{F}_t)$ such that $...
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