Malliavin Regularity of Non-Markovian Quadratic BSDEs and Their Numerical Schemes
We study both Malliavin regularity and numerical approximation schemes for a class of quadratic backward stochastic differential equations (QBSDEs for short) in cases where the terminal data need not be a function of a forward diffusion. By using the connection between the QBSDE under study and some...
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| Principais autores: | , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI AG
2023-04-01
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| coleção: | Axioms |
| Assuntos: | |
| Acesso em linha: | https://www.mdpi.com/2075-1680/12/4/366 |
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