Alexander Steinicke

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20182022

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math.PR2020

(Non-)Distributivity of the Product for $σ$ -Algebras with Respect to the Intersection

Alexander Steinicke

We study the validity of the distributivity equation $$(\mathcal{A}\otimes\mathcal{F})\cap(\mathcal{A}\otimes\mathcal{G})=\mathcal{A}\otimes\left(\mathcal{F}\cap\mathcal{G}\right),…

math.PR2019

$L^{p}$ -Solutions and Comparison Results for Lévy Driven BSDEs in a Monotonic, General Growth Setting

Stefan Kremsner, Alexander Steinicke

We present a unified approach to $L^{p}$ -solutions ( $p > 1$ ) of multidimensional backward stochastic differential equations (BSDEs) driven by Lévy processes and more general filtrati…

math.PR2018

Existence, Uniqueness and Malliavin Differentiability of Lévy-driven BSDEs with locally Lipschitz Driver

Christel Geiss, Alexander Steinicke

We investigate conditions for solvability and Malliavin differentiability of backward stochastic differential equations driven by a Lévy process. In particular, we are interested i…

(Non-)Distributivity of the Product for σ-Algebras with Respect to the Intersection

Lp-Solutions and Comparison Results for Lévy Driven BSDEs in a Monotonic, General Growth Setting

Existence, Uniqueness and Malliavin Differentiability of Lévy-driven BSDEs with locally Lipschitz Driver

(Non-)Distributivity of the Product for $σ$ -Algebras with Respect to the Intersection

$L^{p}$ -Solutions and Comparison Results for Lévy Driven BSDEs in a Monotonic, General Growth Setting