Higher order differentiability of solutions to backward stochastic differential equations (Q5085829)

From MaRDI portal
scientific article; zbMATH DE number 7550678
Language Label Description Also known as
English
Higher order differentiability of solutions to backward stochastic differential equations
scientific article; zbMATH DE number 7550678

    Statements

    Higher order differentiability of solutions to backward stochastic differential equations (English)
    0 references
    0 references
    0 references
    30 June 2022
    0 references
    backward stochastic differential equation
    0 references
    \(L^p\) solution
    0 references
    Malliavin calculus
    0 references

    Identifiers