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title:
On the L_p-variation of BSDEs and fractional smoothness |
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name:
Geiss |
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first name:
Stefan
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location/conference:
SPDE09
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PRESENTATION-link:
http://www.dfg-spp1324.de/download/spde09/material/geiss.pdf |
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abstract:
We consider the L_p-variation of BSDEs and relate this to a generalized version of fractional smoothness
which takes care about the propagation of singularities over time. |
