S. Geiss

most citedGeneralized fractional smoothness and

L_{p}

-variation of BSDEs with non-Lipschitz terminal condition

3 citations · 3 across the 2 of their papers we have counts for

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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