Decoupling on the Wiener space and variational estimates for BSDEs (Q5502352)
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scientific article; zbMATH DE number 6475820
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| English | Decoupling on the Wiener space and variational estimates for BSDEs |
scientific article; zbMATH DE number 6475820 |
Statements
26 August 2015
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Wiener space
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decoupling
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backward stochastic differential equations
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anisotropic Besov spaces
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Malliavin derivative
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interpolation
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\(L^p\)-variation
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sliceable BMO martingales
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weighted BMO martingales
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0.9376313090324402
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0.893835186958313
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0.7965279221534729
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0.7390051484107971
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