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MR2921973 60H10 (46B70 60H07)
Geiss, Christel; Geiss, Stefan; Gobet, Emmanuel Generalized fractional smoothness and $L_p$-variation of BSDEs with non-Lipschitz terminal condition. Stochastic Process. Appl. 122 (2012), no. 5, 2078–2116.
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