Closedness results for BMO semi-martingales and application to quadratic BSDEs (Q943646)

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Closedness results for BMO semi-martingales and application to quadratic BSDEs
scientific article

    Statements

    title
    Closedness results for BMO semi-martingales and application to quadratic BSDEs (English)
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    author
    Pauline Barrieu
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    Nicolas Cazanave
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    Nicole El Karoui
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    publication date
    10 September 2008
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    review text
    The authors apply closedness results for convex sets of martingales with bounded mean oscillation to quadratic backward stochastic differential equations.
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    Identifiers

    Mathematics Subject Classification ID
    60G44
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    60H15
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    60G48
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    zbMATH DE Number
    5323968
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    OpenAlex ID
    W2007643734
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