\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions (Q265284): Difference between revisions

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backward stochastic differential equations
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chaos expansion
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\(L_{2}\)-regularity
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Lévy processes
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Latest revision as of 09:44, 30 July 2024

scientific article
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\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions
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    \(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions (English)
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    1 April 2016
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    backward stochastic differential equations
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    chaos expansion
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    \(L_{2}\)-regularity
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    Lévy processes
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    Brownian motion
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    Poisson random measure
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    Malliavin calculus
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