Author:
Briand Philippe,Confortola Fulvia
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference25 articles.
1. S. Ankirchner, P. Imkeller, G. Reis, Classical and variational differentiability of BSDEs with quadratic growth. arXiv:math/0701875. Preprint
2. Ph. Briand, F. Confortola, Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators, Appl. Math. Optim. (2006) (in press) arXiv:math/0603428
3. Lp solutions of backward stochastic differential equations;Briand;Stochastic Process. Appl.,2003
4. BSDE with quadratic growth and unbounded terminal value;Briand;Probab. Theory Related Fields,2006
5. Q. Chen, Q. Ran, J. Wang, Lp solutions of BSDEs with stochastic Lipschitz condition, 2006. Preprint
Cited by
61 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献