Generalized fractional smoothness and $L_p$-variation of BSDEs with   non-Lipschitz terminal condition
  We relate the $L_p$-variation, $2\le p < \infty$, of a solution of a backward stochastic differential equation with a path-dependent terminal condition to a generalized notion of fractional smoothness. This concept of fractional smoothness takes into account the quantitative propagation of singularities in time. 
Christel Geiss, Stefan Geiss and Emmanuel Gobet
math.PR