\(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions (Q981015): Difference between revisions

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Latest revision as of 00:45, 3 July 2024

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\(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions
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    \(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions (English)
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    8 July 2010
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    backward stochastic differential equations
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    time regularity
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    Malliavin calculus
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    rate of convergence
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