\(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions (Q981015)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: \(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions |
scientific article |
Statements
\(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions (English)
0 references
8 July 2010
0 references
backward stochastic differential equations
0 references
time regularity
0 references
Malliavin calculus
0 references
rate of convergence
0 references
0 references
0 references
