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

Barrieu, P.ORCID logo, Cazanave, N. & El Karoui, N. (2008). Closedness results for BMO semi-martingales and application to quadratic BSDE's. Comptes Rendus Mathématique, 346(15-16), 881-886. https://doi.org/10.1016/j.crma.2008.06.010
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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
Copyright holders © 2008 Académie des sciences
Departments LSE > Academic Departments > Statistics
DOI 10.1016/j.crma.2008.06.010
Date Deposited 26 Nov 2009
URI https://researchonline.lse.ac.uk/id/eprint/25981

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