Multi-dimensional backward stochastic differential equations of diagonally quadratic generators (Q5965370)
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scientific article; zbMATH DE number 6549081
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-dimensional backward stochastic differential equations of diagonally quadratic generators |
scientific article; zbMATH DE number 6549081 |
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Multi-dimensional backward stochastic differential equations of diagonally quadratic generators (English)
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3 March 2016
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muliti-dimensional backward stochastic differential equations
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diagonally quadratic generators
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BMO martingales
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John-Nirenberg inequality
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reverse Hölder inequality
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