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

DOI10.4310/CIS.2021.V21.N4.A3zbMATH Open1492.60176WikidataQ115205185 ScholiaQ115205185MaRDI QIDQ2048488

Yanyan Li

Publication date: 6 August 2021

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

zbMATH Keywords

backward stochastic differential equationsFefferman's inequalitycàdlàg local martingaletime-discontinuous BMO martingale theory

Mathematics Subject Classification ID

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

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