Permutation invariant functionals of Lévy processes

DOI10.1090/tran/7001zbMath1379.60051arXiv1407.3645OpenAlexW2963592735WikidataQ109914661 ScholiaQ109914661MaRDI QIDQ5367094

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Publication date: 12 October 2017

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.3645

zbMATH Keywords

backward stochastic differential equationsinvariant chaos expansionItô's chaos expansion

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Dynamical aspects of measure-preserving transformations (37A05) Ergodic theory on groups (22D40)

Related Items

\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions, A note on Malliavin fractional smoothness for Lévy processes and approximation, Malliavin smoothness on the Lévy space with Hölder continuous or \(B V\) functionals, Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs

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