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The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems - MaRDI portal

The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems (Q6044245)

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scientific article; zbMATH DE number 7686789
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The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems
scientific article; zbMATH DE number 7686789

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    The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems (English)
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    17 May 2023
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    Hölder inequality
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    quadratic BSDE systems
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