New proofs of some results on BMO martingales using BSDEs
Probability
2012-05-08 v1
Abstract
Using properties of backward stochastic differential equations we give new proofs of some well known results on BMO martingales and improve some estimates of BMO norms.
Keywords
Cite
@article{arxiv.1205.1249,
title = {New proofs of some results on BMO martingales using BSDEs},
author = {Besik Chikvinidze and Michael Mania},
journal= {arXiv preprint arXiv:1205.1249},
year = {2012}
}
Comments
15 pages