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

Christel Geiss1, Alexander Steinicke2

  • 1Department of Mathematics and Statistics, University of Jyvaskyla, Jyvaskyla, Finland.

Stochastics (Abingdon, England : 2005)
|July 14, 2020
PubMed

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