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

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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…