{
  "id": "math/0603428",
  "version": "v1",
  "published": "2006-03-17T13:52:40.000Z",
  "updated": "2006-03-17T13:52:40.000Z",
  "title": "Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators",
  "authors": [
    "Philippe Briand",
    "Fulvia Confortola"
  ],
  "journal": "Applied Mathematics and Optimization 57, 2 (2008) 149-176",
  "doi": "10.1007/s00245-007-9014-9",
  "categories": [
    "math.PR"
  ],
  "abstract": "The 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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2006-03-17T13:52:40.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10"
    ],
    "keywords": [
      "backward stochastic differential equation",
      "monotone generator",
      "hilbert spaces",
      "differentiability",
      "nonlinear kolmogorov equation"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2006math......3428B"
    }
  }
}