2 papers
math.PR2015
Weighted Bounded Mean Oscillation applied to Backward Stochastic Differential Equations
Stefan Geiss, Juha Ylinen
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 bo…
math.PR2014
Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs
Stefan Geiss, Juha Ylinen
We introduce a decoupling method on the Wiener space to define a wide class of an\-iso\-tro\-pic Besov spaces. The decoupling method is based on a general distributional approach a…