Malliavin derivative of random functions and applications to Lévy driven BSDEs

Research output: Contribution to journalArticleResearchpeer-review

Authors

External Organisational units

  • University of Jyvaskyla

Details

Original languageEnglish
Pages (from-to)1-28
JournalElectronic Journal of Probability
Volume21
Issue number10
DOIs
Publication statusPublished - 2016