BMO martingale method for backward stochastic differential equations driven by general càdlàg local martingales

DOI10.4310/CIS.2021.V21.N4.A3MaRDI QIDQ2048488zbMATH OpenWikidataFDO

Authors Yanyan Li

Publication date 6 August 2021

Published in Communications in Information and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/CIS.2021.V21.N4.A3

zbMATH Keywords

backward stochastic differential equationscàdlàg local martingaleFefferman's inequalitytime-discontinuous BMO martingale theory

Mathematics Subject Classification ID

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

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(2)

• Backward Stochastic Differential Equations Driven By Càdlàg Martingales
• Harmonic analysis of stochastic equations and backward stochastic differential equations

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