scientific article; zbMATH DE number 6475820

zbMath1356.60006MaRDI QIDQ5502352

Juha Ylinen

Publication date: 26 August 2015

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

interpolationbackward stochastic differential equationsdecouplinganisotropic Besov spacesWiener spaceMalliavin derivative\(L^p\)-variationsliceable BMO martingalesweighted BMO martingales

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Martingales with continuous parameter (60G44) Stochastic calculus of variations and the Malliavin calculus (60H07) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Related Items (1)

Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs

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