المؤلفون: Geiss, Christel, Steinicke, Alexander

مصطلحات موضوعية: Malliavin-laskenta, BSDEs with jumps, locally Lipschitz generator, quadratic BSDEs, existence and uniqueness of solutions to BSDEs, malliavin differentiability of BSDEs, stokastiset prosessit, differentiaaliyhtälöt, matematiikka

وصف الملف: application/pdf; 418-453; fulltext

Relation: Stochastics; 92; CONVID_30945456

الاتاحة: http://urn.fi/URN:NBN:fi:jyu-202004202819

المؤلفون: Christel Geiss, Alexander Steinicke

المصدر: Montanuniversität Leoben
Stochastics (Abingdon)

مصطلحات موضوعية: Statistics and Probability, matematiikka, locally Lipschitz generator, malliavin differentiability of BSDEs, Malliavin-laskenta, existence and uniqueness of solutions to BSDEs, BSDEs with jumps, Lipschitz continuity, Lévy process, Article, Stochastic differential equation, Mathematics::Probability, Modeling and Simulation, quadratic BSDEs, Applied mathematics, 60H10, Uniqueness, Differentiable function, differentiaaliyhtälöt, Mathematics - Probability, stokastiset prosessit, Mathematics

وصف الملف: application/pdf; fulltext

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9f7302ab0b9c97180eeb73ba41161090
https://puretest.unileoben.ac.at/portal/en/publications/existence-uniqueness-and-malliavin-differentiability-of-levydriven-bsdes-with-locally-lipschitz-driver(b9977f99-ca17-471c-a3be-7427da0b69ff).html