TY - GEN A1 - Imkeller, Peter A1 - dos Reis, Gonçalo T1 - Path regularity and explicit truncation order for BSDE with drivers of quadratic growth N2 - We consider backward stochastic differential equations with drivers of quadratic growth (qgBSDE). We prove several statements concerning path regularity and stochastic smoothness of the solution processes of the qgBSDE, in particular we prove an extension of Zhang's path regularity theorem to the quadratic growth setting. We give explicit convergence rates for the difference between the solution of a qgBSDE and its truncation, filling an important gap in numerics for qgBSDE. We give an alternative proof of second order Malliavin differentiability for BSDE with drivers that are Lipschitz continuous (and differentiable), and then derive the same result for qgBSDE. KW - BSDE KW - driver of quadratic growth KW - Malliavin calculus KW - path regularity KW - BMO martingales KW - numerical scheme KW - truncation Y1 - 2009 UR - https://opus4.kobv.de/opus4-matheon/frontdoor/index/index/docId/645 UR - https://nbn-resolving.org/urn:nbn:de:0296-matheon-6452 ER -