A coupling variance estimate for fully coupled FBSDEs on the Wiener space yields time regularity and D^{1,2} Malliavin differentiability of solutions.
Antonelli, Backward-forward stochastic differential equations
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
math.PR 1years
2025 1verdicts
CONDITIONAL 1roles
background 1polarities
background 1representative citing papers
citing papers explorer
-
Coupling of forward-backward stochastic differential equations on the Wiener space, and application on regularity
A coupling variance estimate for fully coupled FBSDEs on the Wiener space yields time regularity and D^{1,2} Malliavin differentiability of solutions.