Classical and variational differentiability of BSDEs with quadratic growth.
Ankirchner, Stefan ; Imkeller, Peter ; Dos Reis, Gonçalo J.N.
Electronic Communications in Probability [electronic only], Tome 12 (2007), p. 1418-1453 / Harvested from The Electronic Library of Mathematics
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Publié le : 2007-01-01
EUDML-ID : urn:eudml:doc:129009 
@article{05214075,
     title = {Classical and variational differentiability of BSDEs with quadratic growth.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {12},
     year = {2007},
     pages = {1418-1453},
     zbl = {1138.60042},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05214075}
}

Ankirchner, Stefan; Imkeller, Peter; Dos Reis, Gonçalo J.N. Classical and variational differentiability of BSDEs with quadratic growth.. Electronic Communications in Probability [electronic only], Tome 12 (2007) pp. 1418-1453. http://gdmltest.u-ga.fr/item/05214075/