Paraproducts and Commutators of Martingale Transforms

DOI10.2307/2047118zbMath0663.60043OpenAlexW4230684566MaRDI QIDQ3813012

Rodrigo Bañuelos, Andrew G. Bennett

Publication date: 1988

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2047118

zbMATH Keywords

stochastic integralintegration by parts formula of stochastic calculus

Mathematics Subject Classification ID

Stochastic integrals (60H05) Martingales and classical analysis (60G46) Probabilistic methods for one variable harmonic analysis (42A61)

Related Items (10)

Harmonic analysis of stochastic equations and backward stochastic differential equations ⋮ Weighted bounded mean oscillation applied to backward stochastic differential equations ⋮ A stability approach for solving multidimensional quadratic BSDEs ⋮ An extension of Pratelli's inequality ⋮ Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs ⋮ Martingale Transforms with Unbounded Multipliers ⋮ Convergence of ergodic-martingale paraproducts ⋮ Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. ⋮ Variational estimates for martingale paraproducts ⋮ Bellman functions and $L^p$ estimates for paraproducts

This page was built for publication: Paraproducts and Commutators of Martingale Transforms