FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity
type: Item
instance of: scholarly article
title: FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity
zbMATH Open document ID: 1255.60090
author: Gonçalo dos Reis
author: Anthony Réveillac
author: Jianing Zhang
published in: Stochastic Processes and their Applications
publication date: 2011-08-04T00:00:00Z
full work available at URL: https://arxiv.org/abs/1008.1149
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60G17
zbMATH DE Number: 5935930
zbMATH Keywords: backward stochastic differential equation
zbMATH Keywords: BSDEs
zbMATH Keywords: delay
zbMATH Keywords: time delayed generators
zbMATH Keywords: \(L^{p}\)-solutions
zbMATH Keywords: differentiability
zbMATH Keywords: calculus of variations
zbMATH Keywords: Malliavin calculus
zbMATH Keywords: path regularity
MaRDI profile type: Publication
OpenAlex ID: W2168701081
arXiv ID: 1008.1149
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DOI: 10.1016/J.SPA.2011.05.002
description: scientific article