New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations (Q482796)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations |
scientific article |
Statements
New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations (English)
0 references
6 January 2015
0 references
BMO martingales
0 references
Girsanov transformation
0 references
backward stochastic differential equations
0 references
0 references
0 references
0 references
