\(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions (Q981015): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions |
scientific article |
Statements
\(\mathbf L_2\)-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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