A1 Journal article (refereed)
L2-variation of Lévy driven BSDEs with non-smooth terminal conditions (2016)

Geiss, C., & Steinicke, A. (2016). L2-variation of Lévy driven BSDEs with non-smooth terminal conditions. Bernoulli, 22(2), 995-1025. https://doi.org/10.3150/14-BEJ684

JYU authors or editors

Publication details

All authors or editors: Geiss, Christel; Steinicke, Alexander

Journal or series: Bernoulli

ISSN: 1350-7265

eISSN: 1573-9759

Publication year: 2016

Volume: 22

Issue number: 2

Pages range: 995-1025

Publisher: International Statistical Institute; Bernoulli Society for Mathematical Statistics and Probability

Place of Publication: The Hague

Publication country: Netherlands

Publication language: English

DOI: https://doi.org/10.3150/14-BEJ684

Publication open access: Not open

Publication channel open access: 

Publication is parallel published (JYX): https://jyx.jyu.fi/handle/123456789/48269

Free keywords: backward stochastic differential equations; Chaos expansion; L 2 -regularity; Lévy processes; Malliavin calculus

Contributing organizations

Ministry reporting: Yes

Reporting Year: 2016

JUFO rating: 2