# Classical and variational differentiability of BSDEs with quadratic growth.

Ankirchner, Stefan; Imkeller, Peter; Dos Reis, Gonçalo J.N.

Electronic Journal of Probability [electronic only] (2007)

- Volume: 12, page 1418-1453
- ISSN: 1083-589X

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topAnkirchner, Stefan, Imkeller, Peter, and Dos Reis, Gonçalo J.N.. "Classical and variational differentiability of BSDEs with quadratic growth.." Electronic Journal of Probability [electronic only] 12 (2007): 1418-1453. <http://eudml.org/doc/129009>.

@article{Ankirchner2007,

author = {Ankirchner, Stefan, Imkeller, Peter, Dos Reis, Gonçalo J.N.},

journal = {Electronic Journal of Probability [electronic only]},

keywords = {backward stochastic differential equations; differentiability; Malliavin calculus; Feynman Kac formula},

language = {eng},

pages = {1418-1453},

publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},

title = {Classical and variational differentiability of BSDEs with quadratic growth.},

url = {http://eudml.org/doc/129009},

volume = {12},

year = {2007},

}

TY - JOUR

AU - Ankirchner, Stefan

AU - Imkeller, Peter

AU - Dos Reis, Gonçalo J.N.

TI - Classical and variational differentiability of BSDEs with quadratic growth.

JO - Electronic Journal of Probability [electronic only]

PY - 2007

PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham

VL - 12

SP - 1418

EP - 1453

LA - eng

KW - backward stochastic differential equations; differentiability; Malliavin calculus; Feynman Kac formula

UR - http://eudml.org/doc/129009

ER -

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