LIBROS DEL AUTOR: chikvinidze besik

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  • Backward Stochastic Differential Equations and BMO martingales
    Chikvinidze Besik
    This book consists of four chapters. In first chapter there is a short review of theory of Backward Stochastic Differential Equations (BSDEs) and Bounded Mean Oscillation (BMO) martingales. In second chapter an interesting connections between theory of BSDEs and BMO martingales is studied. Using the BSDE tool a new proofs of some classical results on BMO martingales are provi...
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