eldorado.tu-dortmund.de/server/api/core/bitstreams/17ed61bf-edc9-4c51-a2df-417d35dccbf8/content
Popier (2016), Yao (2017), and Eddahbi et al.
∗Faculty of Economics, University of Duisburg-Essen, Universitätsstr. 12, 45117 Essen, Germany. E-Mail: till.massing@uni-due.de
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(2017). FBSDEs are the Markovian [...] Yao, S. (2017), ‘Lp solutions of backward stochastic differential equations with jumps’, Stochastic Processes and their Applications 127(11), 3465–3511. URL: https://doi.org/10.1016/j.spa.2017.03.005
Yuan [...] (1997), Briand et al. (2003), Buckdahn & Pardoux (1994), Kruse & Popier (2016) and Eddahbi et al. (2017). Some of their techniques also provide to be useful for the derivation of the error.
Define
δYt := …