Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators

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dc.creatorBriand, Philippe
dc.creatorConfortola, Fulvia
dc.date2006-03-17
dc.date.accessioned2026-07-07T09:31:23Z
dc.date.available2026-07-07T09:31:23Z
dc.descriptionThe aim of the present paper is to study the regularity properties of the solution of a backward stochastic differential equation with a monotone generator in infinite dimension. We show some applications to the nonlinear Kolmogorov equation and to stochastic optimal control.
dc.identifierhttps://arxiv.org/abs/math/0603428
dc.identifierhttp://arxiv.org/abs/math/0603428
dc.identifierApplied Mathematics and Optimization 57, 2 (2008) 149-176
dc.identifierdoi:10.1007/s00245-007-9014-9
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/158437
dc.subjectProbability
dc.subject60H10
dc.titleDifferentiability of backward stochastic differential equations in Hilbert spaces with monotone generators
dc.typetext

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