Classical and variational differentiability of BSDEs with quadratic growth.
Ankirchner, Stefan, Imkeller, Peter, Dos Reis, Gonçalo J.N. (2007)
Electronic Journal of Probability [electronic only]
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Displaying similar documents to “Estimates for the derivative of diffusion semigroups.”
Classical and variational differentiability of BSDEs with quadratic growth.
Large time behavior for nonlinear higher order convection–diffusion equations
Mahmoud Qafsaoui (2006)
Annales de l'I.H.P. Analyse non linéaire
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Stability of nonlinear neutral stochastic functional differential equations.
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Journal of Applied Mathematics
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Regularity results for infinite dimensional diffusions. A Malliavin calculus approach
Stefano Bonaccorsi, Marco Fuhrman (1999)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
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We prove some smoothing properties for the transition semigroup associated to a nonlinear stochastic equation in a Hilbert space. The proof introduces some tools from the Malliavin calculus and is based on a integration by parts formula.
A general analytical result for non-linear SPDE's and applications.
Denis, Laurent, Stoica, L. (2004)
Electronic Journal of Probability [electronic only]
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A converse comparison theorem for BSDEs and related properties of -expectation.
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Electronic Communications in Probability [electronic only]
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Classical solutions of hyperbolic partial differential equations with implicit mixed derivative
Salvatore A. Marano (1992)
Annales Polonici Mathematici
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