Malliavin derivatives of solutions for BSDE (Q2779046)
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scientific article; zbMATH DE number 1723892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Malliavin derivatives of solutions for BSDE |
scientific article; zbMATH DE number 1723892 |
Statements
28 August 2002
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Malliavin calculus
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second-order derivative
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linear backward stochastic differential equation
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Sobolev space
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Malliavin derivatives of solutions for BSDE (English)
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