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 2018Show all

2 papers · 1 filter

math.DG2018★ 1 cited

Existence, Uniqueness and Regularity of the Projection onto Differentiable Manifolds

Gunther Leobacher, Alexander Steinicke

We investigate the maximal open domain $E (M)$ on which the orthogonal projection map $p$ onto a subset $M \subseteq R^{d}$ can be defined and study essential proper…

math.PR2018★ 4 cited

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…