Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators
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Publication:946220
DOI10.1007/s00245-007-9014-9zbMath1147.60318arXivmath/0603428OpenAlexW3106308087MaRDI QIDQ946220
Fulvia Confortola, Philippe Briand
Publication date: 22 September 2008
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0603428
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