most citedBSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces

100 citations · 100 across the 1 of their papers we have counts for

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1 paper

math.PR2007★ 100 cited

BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces

Philippe Briand, Fulvia Confortola

This paper is devoted to the study of the differentiability of solutions to real-valued backward stochastic differential equations (BSDEs for short) with quadratic generators drive…