scientific article; zbMATH DE number 926745

zbMath0856.60046MaRDI QIDQ4892168

Walter Schachermayer

Publication date: 30 October 1996

Full work available at URL: http://www.numdam.org/item?id=SPS_1996__30__344_0

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zbMATH Keywords

continuous martingaleBMO-martingalescharacterization of the BMO-closure

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05)

Related Items (8)

Harmonic analysis of stochastic equations and backward stochastic differential equations ⋮ Existence and Uniqueness for Non-Markovian Triangular Quadratic BSDEs ⋮ Splitting multidimensional BSDEs and finding local equilibria ⋮ BSDEs in utility maximization with BMO market price of risk ⋮ A stability approach for solving multidimensional quadratic BSDEs ⋮ New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations ⋮ Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs ⋮ Obliquely reflected backward stochastic differential equations

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