Higher order differentiability of solutions to backward stochastic differential equations (Q5085829)
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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 |
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Higher order differentiability of solutions to backward stochastic differential equations (English)
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30 June 2022
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backward stochastic differential equation
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\(L^p\) solution
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Malliavin calculus
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