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Closedness results for BMO semi-martingales and application to quadratic BSDE's

Barrieu, Pauline and Cazanave, Nicolas and El Karoui, Nicole (2008) Closedness results for BMO semi-martingales and application to quadratic BSDE's. Comptes Rendus de L'academie des Sciences, 346 (15-16). pp. 881-886. ISSN 1631-073X

Full text not available from this repository.
Identification Number: 10.1016/j.crma.2008.06.010

Abstract

We give a closedness result for a convex set of BMO semi-martingales, that contains solutions to quadratic BSDEs. We deduce convergence and monotone stability results for quadratic BSDEs.

Item Type: Article
Official URL: http://www.sciencedirect.com/science/journal/16310...
Additional Information: © 2008 Académie des sciences
Subjects: H Social Sciences > HA Statistics
Sets: Departments > Statistics
Date Deposited: 26 Nov 2009 16:32
Last Modified: 01 Oct 2010 09:29
URI: http://eprints.lse.ac.uk/id/eprint/25981

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