\(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions
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Publication:981015
DOI10.1016/j.spa.2010.03.003zbMath1195.60079OpenAlexW2038078026MaRDI QIDQ981015
Publication date: 8 July 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.2010.03.003
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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