C. Geiss

activity

20082023

most cited

L_{2}

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

11 citations · 31 across the 11 of their papers we have counts for

collaborators

Showing 2011 · math.PRShow all

1 paper · 2 filters

math.PR2011★ 3 cited

Generalized fractional smoothness and $L_{p}$ -variation of BSDEs with non-Lipschitz terminal condition

Christel Geiss, Stefan Geiss, Emmanuel Gobet

We relate the $L_{p}$ -variation, $2 \leq p < \infty$ , of a solution of a backward stochastic differential equation with a path-dependent terminal condition to a generalized notion of f…

Generalized fractional smoothness and Lp​-variation of BSDEs with non-Lipschitz terminal condition

Generalized fractional smoothness and $L_{p}$ -variation of BSDEs with non-Lipschitz terminal condition