title:
On the L_p-variation of BSDEs and fractional smoothness |
name:
Geiss |
first name:
Stefan
|
location/conference:
SPDE09
|
PRESENTATION-link:
http://www.dfg-spp1324.de/download/spde09/material/geiss.pdf |
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. |