hu.nualart.ea:11:malliavin¶
BibTeX Entry:
@article{hu.nualart.ea:11:malliavin,
author = {Hu, Yaozhong and Nualart, David and Song, Xiaoming},
doi = {10.1214/11-AAP762},
fjournal = {The Annals of Applied Probability},
issn = {1050-5164},
journal = {Ann. Appl. Probab.},
mrclass = {60H07 (60H10 60H35 65C30)},
mrnumber = {2895419},
mrreviewer = {Roger Pettersson},
number = {6},
pages = {2379--2423},
title = {Malliavin calculus for backward stochastic differential equations and application to numerical solutions},
url = {https://doi.org/10.1214/11-AAP762},
volume = {21},
year = {2011}
}