Differentiability of quadratic forward-backward SDEs with rough drift



Imkeller, Peter, Likibi Pellat, Rhoss and Menoukeu Pamen, Olivier
(2024) Differentiability of quadratic forward-backward SDEs with rough drift. Annals of Applied Probability.

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Item Type: Article
Divisions: Faculty of Science and Engineering > School of Physical Sciences
Depositing User: Symplectic Admin
Date Deposited: 12 Apr 2024 07:26
Last Modified: 12 Apr 2024 07:26
URI: https://livrepository.liverpool.ac.uk/id/eprint/3180283