Alexander Steinicke

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Research output

  1. 2019
  2. Published

    Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver

    Geiss, C. & Steinicke, A., 12 Jun 2019, In: Stochastics. 2019, June

    Research output: Contribution to journal › Article › Research › peer-review

  3. 2018
  4. Published

    Existence, Uniqueness and Comparison Results for BSDEs with Lévy Jumps in an Extended Monotonic Generator Setting

    Geiss, C. & Steinicke, A., 28 Dec 2018, In: Probability, uncertainty and quantitative risk.

    Research output: Contribution to journal › Article › Research › peer-review

  5. 2016
  6. Published

    Functionals of a Lévy Process on Canonical and Generic Probability Spaces

    Steinicke, A., 2016, In: Journal of theoretical probability . 29, 2, p. 443-458

    Research output: Contribution to journal › Article › Research › peer-review

  7. Published

    L^2 variation of Lévy-driven BSDEs with non-smooth terminal conditions

    Geiss, C. & Steinicke, A., 2016, In: Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability . 22, 2, p. 995-1025

    Research output: Contribution to journal › Article › Research › peer-review

  8. Published

    Malliavin derivative of random functions and applications to Lévy driven BSDEs

    Geiss, C. & Steinicke, A., 2016, In: Electronic Journal of Probability. 21, 10, p. 1-28

    Research output: Contribution to journal › Article › Research › peer-review

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