\(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions
type: Item
instance of: scholarly article
title: \(\mathbf L_2\)-time regularity of BSDEs with irregular terminal functions
zbMATH Open document ID: 1195.60079
author: Emmanuel Gobet
author: A. Makhlouf
published in: Stochastic Processes and their Applications
publication date: 2010-07-08T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 5732044
zbMATH Keywords: backward stochastic differential equations
zbMATH Keywords: time regularity
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: rate of convergence
MaRDI profile type: Publication
full work available at URL: j.spa.2010.03.003
OpenAlex ID: W2038078026
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DOI: 10.1016/J.SPA.2010.03.003
description: scientific article; zbMATH DE number 5732044