Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver
Research output: Contribution to journal › Article › Research › peer-review
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Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver. / Geiss, Christel; Steinicke, Alexander.
In: Stochastics, Vol. 2019, No. June, 12.06.2019.
In: Stochastics, Vol. 2019, No. June, 12.06.2019.
Research output: Contribution to journal › Article › Research › peer-review
Harvard
Geiss, C & Steinicke, A 2019, 'Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver', Stochastics, vol. 2019, no. June. <https://doi.org/10.1080/17442508.2019.1626859 >
APA
Vancouver
Geiss C, Steinicke A. Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver. Stochastics. 2019 Jun 12;2019(June).
Author
Bibtex - Download
@article{b9977f99ca17471ca3be7427da0b69ff,
title = "Existence, uniqueness and Malliavin differentiability of L{\'e}vy-driven BSDEs with locally Lipschitz driver",
keywords = "BSDE, BSDE with jumps, locally Lipschitz generator, quadratic BSDEs, Malliavin differentiability of BSDEs, Existence and uniqueness of solutions to BSDEs",
author = "Christel Geiss and Alexander Steinicke",
year = "2019",
month = jun,
day = "12",
language = "English",
volume = "2019",
journal = "Stochastics",
issn = "1744-2508",
publisher = "Gordon and Breach Science Publishers",
number = "June",
}
RIS (suitable for import to EndNote) - Download
TY - JOUR
T1 - Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver
AU - Geiss, Christel
AU - Steinicke, Alexander
PY - 2019/6/12
Y1 - 2019/6/12
KW - BSDE
KW - BSDE with jumps
KW - locally Lipschitz generator
KW - quadratic BSDEs
KW - Malliavin differentiability of BSDEs
KW - Existence and uniqueness of solutions to BSDEs
M3 - Article
VL - 2019
JO - Stochastics
JF - Stochastics
SN - 1744-2508
IS - June
ER -
