Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators (Q946220)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators
scientific article

    Statements

    Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators (English)
    0 references
    0 references
    0 references
    22 September 2008
    0 references
    monotone operators
    0 references
    backward stochastic differential equations
    0 references
    Kolmogorov equations
    0 references

    Identifiers