\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions (Q265284)
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scientific article; zbMATH DE number 6562303
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| English | \(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions |
scientific article; zbMATH DE number 6562303 |
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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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0.92075634
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0.9178419
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0.9162446
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0.9138402
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0.9095938
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0.9067836
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0.90398836
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0.90318334
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