Tohoku Mathematical Journal
2017
June
SECOND SERIES VOL. 69, NO. 2

Tohoku Math. J.
69 (2017), 183-194

Title SOME NEW PROPERTIES CONCERNING BLO MARTINGALES

Author Eiichi Nakai and Gaku Sadasue

(Received February 10, 2015, revised March 25, 2015)
Abstract. Some new properties concerning BLO martingales are given. The BMO-BLO boundedness of martingale maximal functions and Bennett type characterization of BLO martingales are shown. Also, a non-negative BMO martingale that is not in BLO is constructed.

Mathematics Subject Classification. Primary 60G46; Secondary 60G42, 42B35.
Key words and phrases. Martingale, BMO, BLO, pointwise multiplier, Campanato space.

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