Closedness results for BMO semi-martingales and application to quadratic BSDEs (Q943646): Difference between revisions
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English | Closedness results for BMO semi-martingales and application to quadratic BSDEs |
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Closedness results for BMO semi-martingales and application to quadratic BSDEs (English)
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10 September 2008
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The authors apply closedness results for convex sets of martingales with bounded mean oscillation to quadratic backward stochastic differential equations.
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