Differentiability of quadratic forward-backward SDEs with rough drift (Q6620082)
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scientific article; zbMATH DE number 7927501
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Differentiability of quadratic forward-backward SDEs with rough drift |
scientific article; zbMATH DE number 7927501 |
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Differentiability of quadratic forward-backward SDEs with rough drift (English)
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16 October 2024
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forward-backward stochastic differential equations
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Malliavin calculus
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rough drift
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stochastic flows
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