Backward Stochastic Differential Equations

  1. Alexander Steinicke: Malliavin differentiation of Lévy-driven BSDEs
  2. Martin Büttner: On backward SDEs with jumps of infinite activity
  3. Juha Ylinen: BMO-estimates for BSDEs
  4. Andrzej Rozkosz: Obstacle problem for semilinear parabolic equations with measure data: A BSDEs approach