Generalized fractional smoothness and Lp-variation of BSDEs with non-Lipschitz terminal condition
Year of publication: |
2012
|
---|---|
Authors: | Geiss, Christel ; Geiss, Stefan ; Gobet, Emmanuel |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 122.2012, 5, p. 2078-2116
|
Publisher: |
Elsevier |
Subject: | Backward stochastic differential equation | Lp-variation | Fractional smoothness | Besov spaces |
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