Malliavin calculus for backward stochastic differential equations and application to numerical solutions.

• Autores: Yaozhong Hu, David Nualart Rodón, Xiaoming Song
• Localización: Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 21, Nº. 6, 2011 , págs. 2379-2423