Corrigendum to ``Path regularity and explicit convergence rate for BSDE with truncated quadratic growth

DOI10.1016/J.SPA.2010.06.008MaRDI QIDQ607279zbMATH OpenOpenAlexFDO

Authors P. Imkeller, Gonçalo dos Reis

Publication date 19 November 2010

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2010.06.008

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic calculus of variations and the Malliavin calculus (60H07) Applications of stochastic analysis (to PDEs, etc.) (60H30) Numerical solutions to stochastic differential and integral equations (65C30)

Cites work

• Path regularity and explicit convergence rate for BSDE with truncated quadratic growth

Cited in

(2)

• FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity
• Differentiability of quadratic forward-backward SDEs with rough drift

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