Multi-dimensional backward stochastic differential equations of diagonally quadratic generators (Q5965370): Difference between revisions

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scientific article; zbMATH DE number 6549081
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Multi-dimensional backward stochastic differential equations of diagonally quadratic generators
scientific article; zbMATH DE number 6549081

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    Multi-dimensional backward stochastic differential equations of diagonally quadratic generators (English)
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    3 March 2016
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    muliti-dimensional backward stochastic differential equations
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    diagonally quadratic generators
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    BMO martingales
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    John-Nirenberg inequality
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    reverse Hölder inequality
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