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New Proofs of Some Results on Bounded Mean Oscillation Martingales Using Backward Stochastic Differential Equations

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Abstract

Using properties of backward stochastic differential equations, we give new proofs of some well-known results on bounded mean oscillation (BMO) martingales and improve some estimates of BMO norms.

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Acknowledgments

The work was supported by the Rusthaveli National Scientific Foundation Grant No. FR/69/5-104/12. We would like to thank the referees for useful remarks and comments.

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Authors and Affiliations

  1. Tbilisi State University, Chavchavadze Ave. 1, Tbilisi, Georgia

    B. Chikvinidze

  2. Institute of Cybernetics of Georgian Technical University, Tbilisi, Georgia

    B. Chikvinidze

  3. A. Razmadze Mathematical Institute of Tbilisi State University, Tbilisi, Georgia

    M. Mania

  4. Georgian American University, Aleksidze 8, Tbilisi, Georgia

    M. Mania

Authors
  1. B. Chikvinidze
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  2. M. Mania
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Correspondence to M. Mania.

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Chikvinidze, B., Mania, M. New Proofs of Some Results on Bounded Mean Oscillation Martingales Using Backward Stochastic Differential Equations. J Theor Probab 27, 1213–1228 (2014). https://doi.org/10.1007/s10959-013-0524-x

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  • DOI: https://doi.org/10.1007/s10959-013-0524-x

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