Alexander Steinicke

activity

20122026

most cited

L_{2}

-variation of Lévy driven BSDEs with non-smooth terminal conditions

11 citations · 27 across the 20 of their papers we have counts for

collaborators

Showing 2012 · math.PRShow all

1 paper · 2 filters

math.PR2012★ 11 cited

$L_{2}$ -variation of Lévy driven BSDEs with non-smooth terminal conditions

Christel Geiss, Alexander Steinicke

We consider the $L_{2}$ -regularity of solutions to backward stochastic differential equations (BSDEs) with Lipschitz generators driven by a Brownian motion and a Poisson random measu…

L2​-variation of Lévy driven BSDEs with non-smooth terminal conditions

$L_{2}$ -variation of Lévy driven BSDEs with non-smooth terminal conditions