Closedness results for BMO semi-martingales and application to quadratic BSDEs (Q943646): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 01:41, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closedness results for BMO semi-martingales and application to quadratic BSDEs |
scientific article |
Statements
Closedness results for BMO semi-martingales and application to quadratic BSDEs (English)
0 references
10 September 2008
0 references
The authors apply closedness results for convex sets of martingales with bounded mean oscillation to quadratic backward stochastic differential equations.
0 references
