New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations (Q482796): Difference between revisions

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+Classical and variational differentiability of BSDEs with quadratic growth
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+Closedness results for BMO semi-martingales and application to quadratic BSDEs
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+Q4171952
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+BSDE with quadratic growth and unbounded terminal value
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+Backward stochastic differential equations with a convex generator
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+Weighted norm inequalities and hedging in incomplete markets
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+BSDEs in utility maximization with BMO market price of risk
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+Utility maximization in incomplete markets
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+On transforming the class of BMO-martingales by a change of law
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+Continuous exponential martingales and BMO
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+Minimization of Risk and Linear Quadratic Optimal Control Theory
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+An exponential martingale equation
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+Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem
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+Solvability of backward stochastic differential equations with quadratic growth
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+Q4892168
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+Publication:482796