Malliavin derivative of random functions and applications to Lévy driven BSDEs

Research output: Contribution to journal › Article › Research › peer-review

8 Citations (Scopus)

Original language	English
Pages (from-to)	1-28
Journal	Electronic Journal of Probability
Volume	21
Issue number	10
DOIs	https://doi.org/10.1214/16-EJP4140
Publication status	Published - 2016

Keywords

@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",

}

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

SN - 1083-6489

VL - 21

SP - 1

EP - 28

JO - Electronic Journal of Probability

JF - Electronic Journal of Probability

IS - 10

ER -