Generalized fractional smoothness and \(L_p\)-variation of BSDEs with non-Lipschitz terminal condition
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Publication:424522
DOI10.1016/j.spa.2012.02.006zbMath1255.60096arXiv1103.0371OpenAlexW1983286604WikidataQ110124933 ScholiaQ110124933MaRDI QIDQ424522
Emmanuel Gobet, Stefan Geiss, Christel Geiss
Publication date: 1 June 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1103.0371
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interpolation between normed linear spaces (46B70)
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