Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver
DOI10.1080/17442508.2019.1626859zbMath1490.60157arXiv1805.05851OpenAlexW3105585369WikidataQ97522861 ScholiaQ97522861MaRDI QIDQ5086488
Alexander Steinicke, Christel Geiss
Publication date: 5 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.05851
quadratic BSDEsBSDEs with jumpsexistence and uniqueness of solutions to BSDEslocally Lipschitz generatorMalliavin differentiability of BSDEs
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)
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Cites Work
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