Orateur
Prof.
ANTHONY REVEILLAC
(INSA de Toulouse - Institut de Mathématiques de Toulouse)
Description
In this talk we will revisit conditions under which the solution to a BSDE is Malliavin differentiable. To this end, we provide a new characterization of the Malliavin-Sobolev spaces which is particularly suitable for our purpose. This talk is based on joint works with Thibaut Mastrolia, Peter Imkeller and Dylan Possamaï.
Auteur principal
Prof.
ANTHONY REVEILLAC
(INSA de Toulouse - Institut de Mathématiques de Toulouse)
