Malliavin derivative of random functions and applications to Lévy driven BSDEs

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Malliavin derivative of random functions and applications to Lévy driven BSDEs. / Geiss, Christel; Steinicke, Alexander.
In: Electronic Journal of Probability, Vol. 21, No. 10, 2016, p. 1-28.

Research output: Contribution to journalArticleResearchpeer-review

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@article{b16c3ef1ce7a4b47927bdae62aadd045,
title = "Malliavin derivative of random functions and applications to L{\'e}vy driven BSDEs",
keywords = "Malliavin calculus for L{\'e}vy processes, L{\'e}vy driven BSDEs",
author = "Christel Geiss and Alexander Steinicke",
year = "2016",
doi = "10.1214/16-EJP4140",
language = "English",
volume = "21",
pages = "1--28",
journal = "Electronic Journal of Probability",
issn = "1083-6489",
publisher = "Institute of Mathematical Statistics",
number = "10",

}

RIS (suitable for import to EndNote) - Download

TY - JOUR

T1 - Malliavin derivative of random functions and applications to Lévy driven BSDEs

AU - Geiss, Christel

AU - Steinicke, Alexander

PY - 2016

Y1 - 2016

KW - Malliavin calculus for Lévy processes

KW - Lévy driven BSDEs

U2 - 10.1214/16-EJP4140

DO - 10.1214/16-EJP4140

M3 - Article

VL - 21

SP - 1

EP - 28

JO - Electronic Journal of Probability

JF - Electronic Journal of Probability

SN - 1083-6489

IS - 10

ER -