Weighted bounded mean oscillation applied to backward stochastic differential equations
| dc.contributor.author | Geiss, Stefan | |
| dc.contributor.author | Ylinen, Juha | |
| dc.date.accessioned | 2020-04-29T05:40:15Z | |
| dc.date.available | 2020-04-29T05:40:15Z | |
| dc.date.issued | 2020 | |
| dc.identifier.citation | Geiss, S., & Ylinen, J. (2020). Weighted bounded mean oscillation applied to backward stochastic differential equations. <i>Stochastic Processes and their Applications</i>, <i>130</i>(6), 3711-3752. <a href="https://doi.org/10.1016/j.spa.2019.10.007" target="_blank">https://doi.org/10.1016/j.spa.2019.10.007</a> | |
| dc.identifier.other | CONVID_33299798 | |
| dc.identifier.uri | https://jyx.jyu.fi/handle/123456789/68766 | |
| dc.description.abstract | We deduce conditional -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 on subintervals of . 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. | en |
| dc.format.mimetype | application/pdf | |
| dc.language | eng | |
| dc.language.iso | eng | |
| dc.publisher | Elsevier | |
| dc.relation.ispartofseries | Stochastic Processes and their Applications | |
| dc.rights | CC BY-NC-ND 4.0 | |
| dc.subject.other | BSDEs | |
| dc.subject.other | weighted bounded mean oscillation | |
| dc.subject.other | John-Nirenberg theorem | |
| dc.subject.other | tail estimates | |
| dc.subject.other | decoupling | |
| dc.title | Weighted bounded mean oscillation applied to backward stochastic differential equations | |
| dc.type | article | |
| dc.identifier.urn | URN:NBN:fi:jyu-202004292969 | |
| dc.contributor.laitos | Matematiikan ja tilastotieteen laitos | fi |
| dc.contributor.laitos | Department of Mathematics and Statistics | en |
| dc.type.uri | http://purl.org/eprint/type/JournalArticle | |
| dc.type.coar | http://purl.org/coar/resource_type/c_2df8fbb1 | |
| dc.description.reviewstatus | peerReviewed | |
| dc.format.pagerange | 3711-3752 | |
| dc.relation.issn | 0304-4149 | |
| dc.relation.numberinseries | 6 | |
| dc.relation.volume | 130 | |
| dc.type.version | acceptedVersion | |
| dc.rights.copyright | © 2019 Elsevier B.V. All rights reserved. | |
| dc.rights.accesslevel | openAccess | fi |
| dc.subject.yso | stokastiset prosessit | |
| dc.subject.yso | differentiaaliyhtälöt | |
| dc.subject.yso | värähtelyt | |
| dc.format.content | fulltext | |
| jyx.subject.uri | http://www.yso.fi/onto/yso/p11400 | |
| jyx.subject.uri | http://www.yso.fi/onto/yso/p3552 | |
| jyx.subject.uri | http://www.yso.fi/onto/yso/p708 | |
| dc.rights.url | https://creativecommons.org/licenses/by-nc-nd/4.0/ | |
| dc.relation.doi | 10.1016/j.spa.2019.10.007 | |
| jyx.fundinginformation | This work was supported by project ”Stochastic and Harmonic Analysis, interactions, and applications” of theAcademy of Finland [project number 133914] and by the Vilho, Yrjö and Kalle Väisälä foundation of the Finnish Academy of Science and Letters. | |
| dc.type.okm | A1 |
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