New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations

DOI10.1007/s10959-013-0524-xzbMath1321.60084OpenAlexW2044260802MaRDI QIDQ482796

Yong-Cai Geng, Sumit K. Garg

Publication date: 6 January 2015

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-013-0524-x

zbMATH Keywords

backward stochastic differential equationsGirsanov transformationBMO martingales

Mathematics Subject Classification ID

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

Related Items (4)

On the Monotone Stability Approach to BSDEs with Jumps: Extensions, Concrete Criteria and Examples ⋮ Incomplete Stochastic Equilibria with Exponential Utilities Close to Pareto Optimality ⋮ A type of globally solvable BSDEs with triangularly quadratic generators ⋮ A stability approach for solving multidimensional quadratic BSDEs

Cites Work

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