Alexander Steinicke
Identifiers
- name variant Alexander Steinicke 0.60 · backfill
Papers (6)
- A dice game, a multinomial walk, and the inverted Dirichlet distribution math.PR · 2026 · author #2
- Existence, Uniqueness and Malliavin Differentiability of L\'evy-driven BSDEs with locally Lipschitz Driver math.PR · 2018 · author #2
- Existence, Uniqueness and Comparison Results for BSDEs with L\'evy Jumps in an Extended Monotonic Generator Setting math.PR · 2017 · author #2
- Malliavin derivative of random functions and applications to L\'evy driven BSDEs math.PR · 2014 · author #2
- Functionals of a L\'evy Process on Canonical and Generic Probability Spaces math.PR · 2013 · author #1
- $L_2$-variation of L\'{e}vy driven BSDEs with non-smooth terminal conditions math.PR · 2012 · author #2
Mentions
- 1404.4477 #2 · backfill · confidence 0.70 Alexander Steinicke
- 1304.6324 #1 · backfill · confidence 0.70 Alexander Steinicke
- 1212.3420 #2 · backfill · confidence 0.70 Alexander Steinicke
- 2605.21424 #2 · arxiv_oai · confidence 0.70 Alexander Steinicke
Frequent Coauthors
- Christel Geiss 4 shared papers
- Gunther Leobacher 1 shared papers