Smoothness of Solution for |Backward Stochastic Differential Equation
倒向随机微分方程解的光滑性

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.