Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs.

Cover
Title page
Chapter 1. Introduction
1.1. Background
1.2. Outline of the main ideas
1.3. Notation
Chapter 2. A General Factorization
2.1. The operators \C and \C^{ }
2.2. The operators \C and \C^{ } for stochastic processes
Chapter 3. Transference of SDEs
3.1. Setting
3.2. Results
Chapter 4. Anisotropic Besov Spaces on the Wiener Space
4.1. Classical Besov spaces on the Wiener space
4.2. Setting
4.3. Definition of anisotropic Besov spaces
4.4. Connection to real interpolation
4.5. The space \B_{ }^{Φ₂}
4.6. An embedding theorem for functionals of bounded variation
4.7. Examples
Chapter 5. Continuous BMO-Martingales
5.1. Continuous BMO-martingales and sliceable numbers
5.2. Fefferman's inequality and \bmo( _{2 }) spaces
5.3. Reverse Hölder inequalities
5.4. An application to BSDEs
Chapter 6. Applications to BSDEs
6.1. The setting
6.2. Stability of BSDEs with respect to perturbations of the Gaussian structure
6.3. On classes of quadratic and sub-quadratic BSDEs
6.4. Settings for the stability theorem
6.5. On the _{ }-variation of BSDEs
6.6. Applications to other types of BSDEs
Appendix A. Technical Facts
Bibliography
Index
Back Cover.