Functionals of a Lévy process on canonical and generic probability spaces

DOI10.1007/s10959-014-0583-7zbMath1343.60069arXiv1304.6324OpenAlexW1982941615MaRDI QIDQ300280

Alexander Steinicke

Publication date: 27 June 2016

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.6324

zbMATH Keywords

Lévy processesMalliavin calculus

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic calculus of variations and the Malliavin calculus (60H07) Foundations of stochastic processes (60G05)

Related Items (4)

Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver ⋮ (Non-)distributivity of the product for \(\sigma\)-algebras with respect to the intersection ⋮ Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting ⋮ \(L^p\)-solutions and comparison results for Lévy-driven backward stochastic differential equations in a monotonic, general growth setting

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