Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs Pamela S Klonoff looking at a worked example

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Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs Pamela S Klonoff looking at a worked exampleWe introduce a decoupling method on the Wiener space to define a wide class of anisotropic Besov spaces. The decoupling method is based on a general distributional approach and not restricted to the Wiener space. The class of Besov spaces we introduce contains the traditional isotropic Besov spaces obtained by the real interpolation method, but also new spaces that are designed to investigate backwards stochastic differential equations (BSDEs). As