Malliavin derivative of random functions and applications to Lévy driven BSDEs
Research output: Contribution to journal › Article › Research › peer-review
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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.
In: Electronic Journal of Probability, Vol. 21, No. 10, 2016, p. 1-28.
Research output: Contribution to journal › Article › Research › peer-review
Harvard
Geiss, C & Steinicke, A 2016, 'Malliavin derivative of random functions and applications to Lévy driven BSDEs', Electronic Journal of Probability, vol. 21, no. 10, pp. 1-28. https://doi.org/10.1214/16-EJP4140
APA
Vancouver
Geiss C, Steinicke A. Malliavin derivative of random functions and applications to Lévy driven BSDEs. Electronic Journal of Probability. 2016;21(10):1-28. doi: 10.1214/16-EJP4140
Author
Bibtex - Download
@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 -
