\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions (Q265284): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J65 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G57 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G55 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60H07 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6562303 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
backward stochastic differential equations | |||
| Property / zbMATH Keywords: backward stochastic differential equations / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
chaos expansion | |||
| Property / zbMATH Keywords: chaos expansion / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
\(L_{2}\)-regularity | |||
| Property / zbMATH Keywords: \(L_{2}\)-regularity / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Lévy processes | |||
| Property / zbMATH Keywords: Lévy processes / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Brownian motion | |||
| Property / zbMATH Keywords: Brownian motion / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Poisson random measure | |||
| Property / zbMATH Keywords: Poisson random measure / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
Malliavin calculus | |||
| Property / zbMATH Keywords: Malliavin calculus / rank | |||
Normal rank | |||
Revision as of 14:19, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions |
scientific article |
Statements
\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions (English)
0 references
1 April 2016
0 references
backward stochastic differential equations
0 references
chaos expansion
0 references
\(L_{2}\)-regularity
0 references
Lévy processes
0 references
Brownian motion
0 references
Poisson random measure
0 references
Malliavin calculus
0 references
