Search results for "weighted bounded mean oscillation"

showing 1 items of 1 documents

Weighted bounded mean oscillation applied to backward stochastic differential equations

2015

Abstract We deduce conditional L p -estimates for the variation of a solution of a BSDE. Both quadratic and sub-quadratic types of BSDEs are considered, and using the theory of weighted bounded mean oscillation we deduce new tail estimates for the solution ( Y , Z ) on subintervals of [ 0 , T ] . Some new results for the decoupling technique introduced in Geiss and Ylinen (2019) are obtained as well and some applications of the tail estimates are given.

Statistics and ProbabilityApplied MathematicsProbability (math.PR)010102 general mathematicsMathematical analysis01 natural sciencesBSDEsBounded mean oscillationdecoupling010104 statistics & probabilityStochastic differential equationvärähtelytQuadratic equationJohn-Nirenberg theoremtail estimatesModeling and Simulation60H10 60G99FOS: MathematicsDecoupling (probability)weighted bounded mean oscillation0101 mathematicsdifferentiaaliyhtälötMathematics - Probabilitystokastiset prosessitMathematicsStochastic Processes and their Applications
researchProduct