\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions (Q265284): Difference between revisions
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Latest revision as of 09:44, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions |
scientific article |
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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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