Harmonic analysis of stochastic equations and backward stochastic differential equations

DOI10.1007/S00440-008-0191-5zbMath1210.60060arXiv0801.3505OpenAlexW2166461365MaRDI QIDQ843710

Shanjian Tang, Freddy Delbaen

Publication date: 15 January 2010

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.3505

zbMATH Keywords

stochastic differential equationreverse Hölder inequalitybackward stochastic differential equationunbounded coefficientsBMO martingalescontinuous local martingaleFefferman's inequality

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Martingales and classical analysis (60G46)

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