{"id":"https://openalex.org/W2351046358","doi":"https://doi.org/10.1090/memo/1335","title":"Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs","display_name":"Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs","publication_year":2021,"publication_date":"2021-09-24","ids":{"openalex":"https://openalex.org/W2351046358","doi":"https://doi.org/10.1090/memo/1335","mag":"2351046358"},"language":"en","primary_location":{"id":"doi:10.1090/memo/1335","doi":"https://doi.org/10.1090/memo/1335","is_oa":false,"landing_page_url":"https://doi.org/10.1090/memo/1335","pdf_url":null,"source":{"id":"https://openalex.org/S104585175","display_name":"Memoirs of the American Mathematical Society","issn_l":"0065-9266","issn":["0065-9266","1947-6221"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","dongbi-a","jufo-3","norway-2","poland-200","russia-white-list-1"],"host_organization":"https://openalex.org/P4310315719","host_organization_name":"American Mathematical Society","host_organization_lineage":["https://openalex.org/P4310315719"],"host_organization_lineage_names":["American Mathematical Society"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Memoirs of the American Mathematical Society","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1409.5322","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5032516870","display_name":"Stefan Gei\u00df","orcid":"https://orcid.org/0000-0002-8978-0095","observed_orcids":["https://orcid.org/0000-0002-8978-0095","https://orcid.org/0000-0001-6846-1127"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Stefan Geiss","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5034504254","display_name":"Juha Ylinen","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Juha Ylinen","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.1999,"has_fulltext":true,"cited_by_count":19,"citation_normalized_percentile":{"value":0.8107784,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":97},"biblio":{"volume":"272","issue":"1335","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9028000235557556,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9028000235557556,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11049","display_name":"Advanced Harmonic Analysis Research","score":0.05900000035762787,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11545","display_name":"Advanced Banach Space Theory","score":0.005799999926239252,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/decoupling-method","display_name":"decoupling method","score":0.8479999899864197},{"id":"https://openalex.org/keywords/wiener-space","display_name":"Wiener space","score":0.9769999980926514},{"id":"https://openalex.org/keywords/anisotropic-besov-spaces","display_name":"anisotropic Besov spaces","score":0.9990000128746033},{"id":"https://openalex.org/keywords/backward-stochastic-differential-equations","display_name":"backward stochastic differential equations","score":0.8059999942779541},{"id":"https://openalex.org/keywords/malliavin-derivative","display_name":"Malliavin derivative","score":0.796999990940094},{"id":"https://openalex.org/keywords/directional-derivatives","display_name":"directional derivatives","score":0.6499999761581421},{"id":"https://openalex.org/keywords/local-time","display_name":"local time","score":0.6100000143051147},{"id":"https://openalex.org/keywords/forward-diffusion","display_name":"forward diffusion","score":0.902999997138977}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7154102325439453},{"id":"https://openalex.org/C129698243","wikidata":"https://www.wikidata.org/wiki/Q526261","display_name":"Besov space","level":5,"score":0.6915079355239868},{"id":"https://openalex.org/C205606062","wikidata":"https://www.wikidata.org/wiki/Q5249645","display_name":"Decoupling (probability)","level":2,"score":0.59810471534729},{"id":"https://openalex.org/C90087638","wikidata":"https://www.wikidata.org/wiki/Q7268374","display_name":"Quadratic variation","level":3,"score":0.5132749080657959},{"id":"https://openalex.org/C129844170","wikidata":"https://www.wikidata.org/wiki/Q41299","display_name":"Quadratic equation","level":2,"score":0.49935197830200195},{"id":"https://openalex.org/C2777299769","wikidata":"https://www.wikidata.org/wiki/Q3707858","display_name":"Type (biology)","level":2,"score":0.4688884913921356},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.43855857849121094},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.42444321513175964},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.41497641801834106},{"id":"https://openalex.org/C2778572836","wikidata":"https://www.wikidata.org/wiki/Q380933","display_name":"Space (punctuation)","level":2,"score":0.412390798330307},{"id":"https://openalex.org/C6183050","wikidata":"https://www.wikidata.org/wiki/Q3058180","display_name":"Interpolation space","level":4,"score":0.25903576612472534},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.168005108833313},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.08248662948608398},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.07096323370933533},{"id":"https://openalex.org/C55112680","wikidata":"https://www.wikidata.org/wiki/Q190549","display_name":"Functional analysis","level":3,"score":0.0},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C133731056","wikidata":"https://www.wikidata.org/wiki/Q4917288","display_name":"Control engineering","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0}],"mesh":[],"locations_count":6,"locations":[{"id":"doi:10.1090/memo/1335","doi":"https://doi.org/10.1090/memo/1335","is_oa":false,"landing_page_url":"https://doi.org/10.1090/memo/1335","pdf_url":null,"source":{"id":"https://openalex.org/S104585175","display_name":"Memoirs of the American Mathematical Society","issn_l":"0065-9266","issn":["0065-9266","1947-6221"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core","dongbi-a","jufo-3","norway-2","poland-200","russia-white-list-1"],"host_organization":"https://openalex.org/P4310315719","host_organization_name":"American Mathematical Society","host_organization_lineage":["https://openalex.org/P4310315719"],"host_organization_lineage_names":["American Mathematical Society"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Memoirs of the American Mathematical Society","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:1409.5322","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/1409.5322","pdf_url":"https://arxiv.org/pdf/1409.5322","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"pmh:oai:jyx.jyu.fi:123456789/74282","doi":null,"is_oa":true,"landing_page_url":"http://urn.fi/URN:NBN:fi:jyu-202102171689","pdf_url":"http://urn.fi/URN:NBN:fi:jyu-202102171689","source":{"id":"https://openalex.org/S4306400563","display_name":"Jyv\u00e4skyl\u00e4 University Digital Archive (University of Jyv\u00e4skyl\u00e4)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I94722563","host_organization_name":"University of Jyv\u00e4skyl\u00e4","host_organization_lineage":["https://openalex.org/I94722563"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-nc-nd","license_id":"https://openalex.org/licenses/cc-by-nc-nd","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"research article"},{"id":"mag:2145051262","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/pdf/1409.5322.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null},{"id":"mag:2351046358","doi":null,"is_oa":true,"landing_page_url":"http://export.arxiv.org/pdf/1409.5322","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null},{"id":"doi:10.48550/arxiv.1409.5322","doi":"https://doi.org/10.48550/arxiv.1409.5322","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1409.5322","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1409.5322","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/1409.5322","pdf_url":"https://arxiv.org/pdf/1409.5322","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2351046358.pdf","grobid_xml":"https://content.openalex.org/works/W2351046358.grobid-xml"},"referenced_works_count":102,"referenced_works":["https://openalex.org/W32925007","https://openalex.org/W195238294","https://openalex.org/W560409768","https://openalex.org/W561219060","https://openalex.org/W579466305","https://openalex.org/W586361596","https://openalex.org/W659339155","https://openalex.org/W879715474","https://openalex.org/W1489087445","https://openalex.org/W1499500817","https://openalex.org/W1500840283","https://openalex.org/W1511896630","https://openalex.org/W1529041891","https://openalex.org/W1533889494","https://openalex.org/W1537667986","https://openalex.org/W1545370368","https://openalex.org/W1551990738","https://openalex.org/W1554577510","https://openalex.org/W1555045626","https://openalex.org/W1580561995","https://openalex.org/W1593490009","https://openalex.org/W1740091825","https://openalex.org/W1780858986","https://openalex.org/W1785113959","https://openalex.org/W1969732258","https://openalex.org/W1972204557","https://openalex.org/W1983286604","https://openalex.org/W1993347888","https://openalex.org/W1995522593","https://openalex.org/W1996982656","https://openalex.org/W1997188235","https://openalex.org/W2000492429","https://openalex.org/W2006367766","https://openalex.org/W2007666976","https://openalex.org/W2008682088","https://openalex.org/W2012371480","https://openalex.org/W2017890769","https://openalex.org/W2018884111","https://openalex.org/W2019115946","https://openalex.org/W2019537499","https://openalex.org/W2022273243","https://openalex.org/W2037269023","https://openalex.org/W2038078026","https://openalex.org/W2039509349","https://openalex.org/W2041316677","https://openalex.org/W2043281212","https://openalex.org/W2043380962","https://openalex.org/W2045563908","https://openalex.org/W2045577524","https://openalex.org/W2046331573","https://openalex.org/W2050481564","https://openalex.org/W2052855777","https://openalex.org/W2059947759","https://openalex.org/W2065027352","https://openalex.org/W2070311875","https://openalex.org/W2076846099","https://openalex.org/W2078734385","https://openalex.org/W2078895915","https://openalex.org/W2081478486","https://openalex.org/W2081864922","https://openalex.org/W2083485455","https://openalex.org/W2084902777","https://openalex.org/W2085120124","https://openalex.org/W2095445700","https://openalex.org/W2104540101","https://openalex.org/W2125875864","https://openalex.org/W2136026349","https://openalex.org/W2145258154","https://openalex.org/W2146095861","https://openalex.org/W2150185235","https://openalex.org/W2154353236","https://openalex.org/W2157883119","https://openalex.org/W2158284238","https://openalex.org/W2164294104","https://openalex.org/W2164947443","https://openalex.org/W2166461365","https://openalex.org/W2167018969","https://openalex.org/W2169082213","https://openalex.org/W2170111369","https://openalex.org/W2199925893","https://openalex.org/W2236686428","https://openalex.org/W2248840984","https://openalex.org/W2253454176","https://openalex.org/W2266663678","https://openalex.org/W2547806716","https://openalex.org/W2591655259","https://openalex.org/W2734252135","https://openalex.org/W2743985642","https://openalex.org/W2963592735","https://openalex.org/W3021623668","https://openalex.org/W3034313849","https://openalex.org/W3099042891","https://openalex.org/W3103961890","https://openalex.org/W3110683067","https://openalex.org/W4229801863","https://openalex.org/W4252360074","https://openalex.org/W4253840677","https://openalex.org/W4285719527","https://openalex.org/W4291439952","https://openalex.org/W4292198165","https://openalex.org/W4294641952","https://openalex.org/W4300592462"],"related_works":["https://openalex.org/W2145051262","https://openalex.org/W2199925893","https://openalex.org/W4405468650","https://openalex.org/W2124148726","https://openalex.org/W2024922075","https://openalex.org/W2075774793","https://openalex.org/W4364378734","https://openalex.org/W4416512478","https://openalex.org/W3198992288","https://openalex.org/W1486452873"],"abstract_inverted_index":{"We":[0],"introduce":[1,41],"a":[2,11,24,165,191,203],"decoupling":[3,19],"method":[4,20],"on":[5,23],"the":[6,32,43,50,72,76,108,126,130,134,148,195,199,209,212],"Wiener":[7,33],"space":[8],"to":[9,31,61],"define":[10],"wide":[12],"class":[13,36],"of":[14,37,78,81,104,125,133,152,164,198,211],"anisotropic":[15],"Besov":[16,38,46,73,95,131],"spaces.":[17],"The":[18,35],"is":[21,88],"based":[22],"general":[25],"distributional":[26],"approach":[27],"and":[28,84,155,207],"not":[29],"restricted":[30],"space.":[34],"spaces":[39,47,57,96,99],"we":[40,70,121,173,184,193,214],"contains":[42],"traditional":[44],"isotropic":[45],"obtained":[48],"by":[49],"real":[51],"interpolation":[52],"method,":[53],"but":[54],"also":[55],"new":[56],"that":[58,90,100],"are":[59,98,168],"designed":[60],"investigate":[62],"backwards":[63],"stochastic":[64],"differential":[65],"equations":[66],"(BSDEs).":[67],"As":[68,170,190],"examples":[69],"discuss":[71],"regularity":[74,123,132],"(in":[75],"sense":[77,110],"our":[79,92],"spaces)":[80],"forward":[82,166],"diffusions":[83],"local":[85],"times.":[86],"It":[87],"shown":[89],"among":[91],"newly":[93],"introduced":[94],"there":[97],"characterize":[101],"quantitative":[102],"properties":[103,124],"directional":[105],"derivatives":[106,117],"in":[107,137,162,202],"Malliavin":[109,116],"without":[111],"computing":[112],"or":[113],"accessing":[114],"these":[115],"explicitly.":[118],"Regarding":[119],"BSDEs,":[120],"deduce":[122],"solution":[127],"processes":[128],"from":[129,187],"initial":[135],"data,":[136],"particular":[138],"upper":[139],"bounds":[140],"for":[141,160],"their":[142],"L":[143],"p":[144],"L_p":[145],"-variation,":[146],"where":[147,156],"generator":[149],"might":[150],"be":[151],"quadratic":[153],"type":[154],"no":[157],"structural":[158],"assumptions,":[159],"example":[161,172],"terms":[163],"diffusion,":[167],"assumed.":[169],"an":[171],"treat":[174],"sub-quadratic":[175],"BSDEs":[176],"with":[177],"unbounded":[178],"terminal":[179],"conditions.":[180],"Among":[181],"other":[182],"tools,":[183],"use":[185],"methods":[186],"harmonic":[188],"analysis.":[189],"by-product,":[192],"improve":[194],"asymptotic":[196],"behaviour":[197],"multiplicative":[200],"constant":[201],"generalized":[204],"Fefferman":[205],"inequality":[206],"verify":[208],"optimality":[210],"bound":[213],"established.":[215]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":4},{"year":2018,"cited_by_count":2},{"year":2016,"cited_by_count":1},{"year":2015,"cited_by_count":3}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2016-06-24T00:00:00"}