Differentiability of quadratic BSDEs generated by continuous martingales

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Source ISSN: 1050-5164
Author Imkeller, Peter, Réveillac, Anthony, Richter, Anja
Maintainer CCSD
Last Updated May 7, 2026, 19:43 (UTC)
Created May 7, 2026, 19:43 (UTC)
Identifier hal-00918424
Language en
contributor Institut für Mathematik [Berlin] ; Technical University of Berlin / Technische Universität Berlin (TUB)
creator Imkeller, Peter
date 2012-02-01T00:00:00
harvest_object_id 3d3d40bf-07a8-497c-b53c-99f16bcf93b0
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-06-13T00:00:00
relation info:eu-repo/semantics/altIdentifier/arxiv/0907.0941
set_spec type:ART