A martingale M is said to be in the space BMO if Let Show that if M is in BMO, then there exists a > 0 such that The name BMO comes from the “bounded mean oscillation” spaces of harmonic...

A martingale M is said to be in the space BMO if

Let

Show that if M is in BMO, then there exists a > 0 such that

The name BMO comes from the “bounded mean oscillation” spaces of harmonic analysis.

Chapter 17