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

2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/158437The 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.Probability60H10Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generatorstext