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

Barrieu, PaulineORCID logo; Cazanave, Nicolas; and El Karoui, Nicole (2008) Closedness results for BMO semi-martingales and application to quadratic BSDE's. Comptes Rendus Mathématique, 346 (15-16). pp. 881-886. ISSN 1631-073X
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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
Departments Statistics
DOI 10.1016/j.crma.2008.06.010
Date Deposited 26 Nov 2009 16:32
URI https://researchonline.lse.ac.uk/id/eprint/25981

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