Geometrical properties of anisotropic Besov spaces, interpolation, and applications to BSDEs

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Project timetable

Project start date: 01/01/2017

Project end date: 31/12/2017

Summary

For simulating a solution of a BSDE one has to approximate the p-variation of this solution, and for this purpose anisotropic Besov spaces have been used. I intend to study real interpolation of these spaces, geometric properties and apply this knowledge to studying BSDE:s.

Principal Investigator

Primary responsible unit