\(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions (Q981015)
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scientific article; zbMATH DE number 5732044
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| English | \(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions |
scientific article; zbMATH DE number 5732044 |
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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0.8199149370193481
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0.802264392375946
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0.8015884757041931
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0.7971687912940979
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0.7645352482795715
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