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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 92, 2020 - Issue 3
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Articles

Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver

Christel GeissDepartment of Mathematics and Statistics, University of Jyvaskyla, Jyvaskyla, FinlandView further author information
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Alexander SteinickeDepartment of Applied Mathematics and Information Technology, Montanuniversitaet Leoben, Leoben, AustriaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-6330-0295View further author information
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Pages 418-453 | Received 17 May 2018, Accepted 30 May 2019, Published online: 12 Jun 2019

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