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We introduce a decoupling method on the Wiener space to define a wide class of an\-iso\-tro\-pic Besov spaces.
On a measure of divergence between two statistical populations defined by their probability distributions
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Théorie probabiliste du contrôle des diffusions
J.M. Bismut: · 1973
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Martingale Inequalities
A.M. Garsia: · 1973
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Interpolation spaces. An Introduction
J. Bergh and J. Löfström: · 1976
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Weighted norm inequalities for martingales
M. Izumisawa and N. Kazamaki: · 1977
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Stabilité des solutions des équations différentielles stochastiques; applications aux intégrales multiplicatives stochastiques
M. Emery: · 1978
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Martingales locales fonctionnelles additives (II)
P.A. Meyer: · 1978
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Interpolation Theory, Function spaces, Differential Operators
H. Triebel: · 1978
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Fonction maximale et variation quadratique des martingales en présence d’un poids
A. Bonami and D. Lépingle: · 1979
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Équations différentielles stochastiques lipschitziennes: étude de la stabilité
M. Emery: · 1979
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Paraproducts and Commutators of Martingale Transforms
R. Bañuelos and A.G. Bennett: · 1988
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Interpolation of Operators
C. Bennett and R. Sharpley: · 1988
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Stochastic calculus with anticipating integrands
D. Nualart and E. Pardoux: · 1988
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Adapted solutions of backward stochastic equations
E. Pardoux and S. Peng: · 1990
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Brownian Motion and Stochastic Calculus. 2nd Edition
I. Karatzas and S. Shreve: · 1991
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Smoothness of local time and related Wiener functionals
D. Nualart and J. Vives: · 1992
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Le temps local Brownien appartient p.s. à l’espace de Besov
B. Boufoussi and B. Roynette: · 1993
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Fractional order Sobolev spaces on Wiener space
S. Watanabe: · 1993
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Continuous Exponential Martingales and BMO
N. Kazamaki: · 1994
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Integration and Probability
P. Malliavin, H. Airault, L. Kay and G. Letac: · 1995
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Régularité du temps local Brownien dans les espaces de Besov-Orlicz
B. Boufoussi: · 1996
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On a conjecture of Kazamaki
P. Grandits: · 1996
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A characterisation of the closure of
W. Schachermayer: · 1996
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Backward stochastic differential equations in finance
N. El Karoui, S. Peng and M.C. Quenez: · 1997
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Backward SDE and related
S. Peng: · 1997
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Existence for BSDE with superlinear- quadratic coefficient
J.-P. Lepeltier and J.S. Martin: · 1998
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Lipschitz functions and fractional Sobolev spaces
F. Hirsch: · 1999
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Continuous martingales and Brownian motion
D. Revuz and M. Yor: · 1999
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Smoothness of local times of semimartingales
H. Airault, J. Ren and X. Zhang: · 2000
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Backward stochastic differential equations and partial differential equations with quadratic growth
M. Kobylanski: · 2000
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Measure and Integration Theory
H. Bauer: · 2001
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Filtration-consistent nonlinear expectations and related
F. Coquet, Y. Hu, J. Memin and S. Peng: · 2002
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Quantitative approximation of certain stochastic integrals
S. Geiss: · 2002
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On the existence or non-existence of solutions for certain backward stochastic equations
J.-P. Lepeltier and J.S. Martin: · 2002
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L p L_{p} solutions of backward stochastic differential equations
P. Briand, B. Delyon, Y. Hu, E. Pardoux and L. Stoica: · 2003
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Differentiable Measures and the Malliavin Calculus
V.I. Bogachev: · 2010
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Harmonic analysis of stochastic equations and backward stochastic differential equations
F. Delbaen and S. Tang: · 2010
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L 2 L_{2} -time regularity of BSDEs with irregular terminal functions
E. Gobet and A. Makhlouf: · 2010
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Path regularity and explicit convergence rate for BSDE with truncated quadratic growth
P. Imkeller and G. dos Reis: · 2010
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Results on numerics for FBSDE with drivers of quadratic growth
P. Imkeller, G. dos Reis, and J. Zhang: · 2010
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On some properties of solutions of quadratic growth BSDE and applications in finance and insurance
G. Dos Reis: · 2010
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Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
B. Bouchard and N. Touzi: · 2004
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On approximation of a class of stochastic integrals and interpolation
C. Geiss and S. Geiss: · 2004
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Stochastic Integration and Differential Equations
P.E. Protter: · 2004
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A numerical scheme for BSDEs
J. Zhang: · 2004
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Weighted BMO and discrete time hedging within the Black-Scholes model
S. Geiss: · 2005
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A regression-based Monte Carlo method to solve backward stochastic differential equations
E. Gobet, J.-P. Lemor, X. Warin: · 2005
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On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
F. Delbaen, Y. Hu and A. Richou: · 2011
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Malliavin Calculus for backward stochastic differential equations and applications to numerical solutions
Y. Hu, D. Nualart and X. Song: · 2011
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Numerical simulation of BSDEs with drivers of quadratic growth
A. Richou: · 2011
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D.W. Stroock:
2011
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D.W. Stroock:
2011
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Generalized fractional smoothness and
C. Geiss, S. Geiss and E. Gobet: · 2012
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Quadratic semimartingale BSDEs under an exponential moments condition
M. Mocha and N. Westray: · 2012
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On the UMD-constants for a class of iterated
Y. Qiu: · 2012
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Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
A. Richou: · 2012
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Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs
P. Barrieu and N. El Karoui: · 2013
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A simple constructive approach to quadratic BSDEs with or without delay
P. Briand and R. Elie: · 2013
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BSDEs with singular terminal condition and a control problem with constraints
S. Ankirchner, M. Jeanblanc and T. Kruse: · 2014
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BSDEs with terminal conditions that have bounded Malliavin derivative
P. Cheridito and K. Nam: · 2014
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Splitting multidimensional BSDEs and finding local equilibria
C. Frei: · 2014
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Backward stochastic differential equations with superlinear drivers
K. Nam: · 2014
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Multidimensional quadratic and subquadratic BSDEs with special structure
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On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case
F. Delbaen, Y. Hu and A. Richou: · 2015
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On fractional smoothness and
S. Geiss and A. Toivola: · 2015
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Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs
A. Lionnet, G. dos Reis and L. Szpruch: · 2015
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Two algorithms for the discrete time approximation of Markovian backward stochastic differential equations under local conditions
P. Turkeddjiev: · 2015
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Decoupling on the Wiener space and variational estimates for BSDEs
J. Ylinen: · 2015
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Numerical simulation of quadratic BSDEs
J.-F. Chassagneux and A. Richou: · 2016
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L 2 L_{2} -variation of Lévy driven BSDEs with non-smooth terminal conditions
C. Geiss and A. Steinicke · 2016
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