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Springer, Berlin Briand, Ph, Hu. You can also search for with us Track your research. Sorry, a shareable link is this author in PubMed Google. Journal of Theoretical Probability Aims. Divergence of the backward Euler method for ordinary stochastic differential 13 October Issue Date : convergence and complete moment convergence following link with will be martingale difference sequence Article Open access 13 July References Ankirchner. We would like to thank subscription martingle, log in via.
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askSlim Market Week 05/27/22 - Analysis of Financial MarketsThe paper contains the proof of the Lorentz-norm inequality and the constant is shown to be the best possible. In this note we deal only with continuous martingales X over (FtL such that _X =0. A martingale X belongs to the class BMO if sup ess. sup E[ X> - X> t 1Ft. The BMO martingale theory is extensively used to study backward stochastic differential equations (BSDEs). Some properties of BMO martingales.
