Weighted Bounded Mean Oscillation applied to Backward Stochastic Differential Equations
Abstract
We deduce conditional Lp-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 bounded mean oscillation we deduce new tail estimates for the solution (Y,Z) on subintervals of [0,T]. Some new results for the decoupling technique introduced in jossain are obtained as well and some applications of the tail estimates are given.
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