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On a conjecture of Kazamaki

  • Peter Grandits
Chapter
Part of the Lecture Notes in Mathematics book series (LNM, volume 1626)

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References

  1. [1]
    N. Kazamaki, Continuous Exponential Martingales and BMO, Springer Lecture Notes in Mathematics 1579(1994).Google Scholar
  2. [2]
    W. Schachermayer, A characterization of the closure of H in BMO, to appear in Seminaire de Probabilites XXX, Springer Lecture Notes in Mathematics.Google Scholar
  3. [3]
    D. Revuz, M. Yor, Continuous Martingales and Brownian Motion, Springer, Berlin-Heidelberg-New York (1991).CrossRefzbMATHGoogle Scholar

Copyright information

© Springer-Verlag 1996

Authors and Affiliations

  • Peter Grandits
    • 1
  1. 1.Institut für StatistikUniversität WienWienAustria

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