Weighted bounded mean oscillation applied to backward stochastic differential equations

DOI10.1016/j.spa.2019.10.007zbMath1444.60053arXiv1501.01183OpenAlexW2982249623WikidataQ109744714 ScholiaQ109744714MaRDI QIDQ2175336

Stefan Geiss, Juha Ylinen

Publication date: 29 April 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.01183

zbMATH Keywords

decouplingtail estimatesBSDEsJohn-Nirenberg theoremweighted bounded mean oscillation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items

Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs, Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting

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