Generalized fractional smoothness and <mml:math altimg="si1.gif" display="inline" overflow="scroll" xmlns:xocs="http://www.elsevier.com/xml/xocs/dtd" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.elsevier.com/xml/ja/dtd" xmlns:ja="http://www.elsevier.com/xml/ja/dtd" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:tb="http://www.elsevier.com/xml/common/table/dtd" xmlns:sb="http://www.elsevier.com/xml/common/struct-bib/dtd" xmlns:ce="http://www.elsevier.com/xml/common/dtd" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:cals="http://www.elsevier.com/xml/common/cals/dtd"><mml:msub><mml:mrow><mml:mi>L</mml:mi></mml:mrow><mml:mrow><mml:mi>p</mml:mi></mml:mrow></mml:msub></mml:math>-variation of BSDEs with non-Lipschitz terminal condition-Reference-Cited by-同舟云学术

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

Author:

Geiss Christel,Geiss Stefan,Gobet Emmanuel

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference27 articles.

2. Interpolation of Operators;Bennet,1988

3. Interpolation Spaces. An introduction;Bergh,1976

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