Showing items with similar title or keywords.

• On fractional smoothness and approximations of stochastic integrals 

  Toivola, Anni (University of Jyväskylä, 2009)

• On Malliavin calculus and approximation of stochastic integrals for Lévy processes 

  Laukkarinen, Eija (University of Jyväskylä, 2012)

• Malliavin smoothness on the Lévy space with Hölder continuous or BV functionals 

  Laukkarinen, Eija (2020)

  We consider Malliavin smoothness of random variables f(X1), where X is a purejump Lévy process and the functionfis either bounded and Hölder continuousor of bounded variation. We show that Malliavin differentiability and ...

• L2-variation of Lévy driven BSDEs with non-smooth terminal conditions 

  Geiss, Christel; Steinicke, Alexander (International Statistical Institute; Bernoulli Society for Mathematical Statistics and Probability, 2016)

  We consider the L2-regularity of solutions to backward stochastic differential equations (BSDEs) with Lipschitz generators driven by a Brownian motion and a Poisson random measure associated with a Lévy process (Xt)t∈[0,T]. ...

• Constructing a Pareto front approximation for decision making 

  Hartikainen, Markus; Miettinen, Kaisa; Wiecek, Margaret M. (SpringerLink, 2011)

  An approach to constructing a Pareto front approximation to computationally expensive multiobjective optimization problems is developed. The approximation is constructed as a sub-complex of a Delaunay triangulation of a ...