%0 Journal Article
%T Smoothness of Solution for |Backward Stochastic Differential Equation<br>倒向随机微分方程解的光滑性
%A LIN Qing-Quan
%A <br>林清泉
%J 数学物理学报(A辑)
%D 2004
%I 
%X The author  discusses the smoothness of solution for BSDE Y_t=ξ+∫^T_t{g(s,Y_s,Z_s)}ds-∫^T_t{Z_s}dW_s in Malliavin calculus sense.For any \$n\$ the author  discusses  differentiabilty of n th  order in the Malliavin sense for the solution,and it satisfies a linear BSDE, as a result the soluiton for BSDE is smoothness in the sense.
%K Backward stochastic differential equation
%K Malliavin calculus
%K Smoothness<br>倒向随机微分方程
%K Malliavin微分
%K 光滑性
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=4DB553CDB5F521D8C921082E5C95EC80&aid=8580F75070B18682&yid=D0E58B75BFD8E51C&vid=B91E8C6D6FE990DB&iid=CA4FD0336C81A37A&sid=7E8E8B150580E4AB&eid=39EEF47180459690&journal_id=1003-3998&journal_name=数学物理学报(A辑)&referenced_num=0&reference_num=10