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

Christel Geiss, Alexander Steinicke

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
JournalStochastics
Volume2019
Issue numberJune
Publication statusPublished - 12 Jun 2019

Keywords

  • BSDE
  • BSDE with jumps
  • locally Lipschitz generator
  • quadratic BSDEs
  • Malliavin differentiability of BSDEs
  • Existence and uniqueness of solutions to BSDEs

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