Closedness results for BMO semi-martingales and application to quadratic BSDEs
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Publication:943646
DOI10.1016/j.crma.2008.06.010zbMath1149.60024MaRDI QIDQ943646
Nicole El Karoui, Pauline Barrieu, Nicolas Cazanave
Publication date: 10 September 2008
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2008.06.010
60G48: Generalizations of martingales
60G44: Martingales with continuous parameter
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
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Cites Work
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- Weighted norm inequalities and hedging in incomplete markets
- Continuous exponential martingales and BMO
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