New Proofs of Some Results on Bounded Mean Oscillation Martingales Using Backward Stochastic Differential Equations

被引：4

作者：

Chikvinidze, B. ^{[1
,2
]}

Mania, M. ^{[3
,4
]}

机构：

[1] Tbilisi State Univ, GE-380086 Tbilisi, Georgia

[2] Georgian Tech Univ, Inst Cybernet, Tbilisi, Georgia

[3] Tbilisi State Univ, A Razmadze Math Inst, GE-380086 Tbilisi, Georgia

[4] Georgian Amer Univ, Tbilisi, Georgia

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2014年 / 27卷 / 04期

关键词：

BMO martingales; Girsanov's transformation; Backward stochastic differential equation; BSDE;

D O I：

10.1007/s10959-013-0524-x

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Using properties of backward stochastic differential equations, we give new proofs of some well-known results on bounded mean oscillation (BMO) martingales and improve some estimates of BMO norms.

引用

页码：1213 / 1228

页数：16

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