{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,1]],"date-time":"2026-02-01T17:59:50Z","timestamp":1769968790741,"version":"3.49.0"},"reference-count":13,"publisher":"Institute of Mathematical Statistics","issue":"none","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Electron. J. Probab."],"published-print":{"date-parts":[[2007,1,1]]},"DOI":"10.1214\/ejp.v12-462","type":"journal-article","created":{"date-parts":[[2012,1,21]],"date-time":"2012-01-21T23:15:28Z","timestamp":1327187728000},"source":"Crossref","is-referenced-by-count":49,"title":["Classical and Variational Differentiability of BSDEs with Quadratic Growth"],"prefix":"10.1214","volume":"12","author":[{"given":"Stefan","family":"Ankirchner","sequence":"first","affiliation":[{"name":"Humboldt Uiversitaet Berlin"}]},{"given":"Peter","family":"Imkeller","sequence":"additional","affiliation":[{"name":"Humboldt Uiversitaet Berlin"}]},{"given":"Goncalo","family":"Dos Reis","sequence":"additional","affiliation":[{"name":"Humboldt Uiversitaet Berlin"}]}],"member":"108","reference":[{"key":"1","doi-asserted-by":"publisher","unstructured":"S. Ankirchner, P. Imkeller, A. Popier. Optimal cross hedging of insurance derivatives. Preprint, (2005).","DOI":"10.1080\/07362990802128230"},{"key":"2","doi-asserted-by":"publisher","unstructured":"P. Briand, F. Confortola. BSDEs with stochastic Lipschitz condition and quadratic PDEs in hilbert spaces. To appear in Stochastic Process. Appl. (2007)","DOI":"10.1016\/j.spa.2007.06.006"},{"key":"3","unstructured":"S. Chaumont, P. Imkeller, M. M\u00fcller, U. Horst. A simple model for trading climate risk. Vierteljahrshefte zur Wirtschaftsforschung \/ Quarterly Journal of Economic Research, 74 (2005), no. 2, 175\u2013195. Available at RePEc:diw:diwvjh:74-2-6"},{"key":"4","unstructured":"S. Chaumont; P. Imkeller; M. M\u00fcller. Equilibrium trading of climate and weather risk and numerical simulation in a Markovian framework. Stoch. Environ. Res. Risk Assess. 20 (2006), no. 3, 184\u2013205."},{"key":"5","doi-asserted-by":"publisher","unstructured":"P. Cheridito; H. Soner; N. Touzi; N. Victoir. Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs. Comm. Pure Appl. Math. 60 (2007), no. 7, 1081\u20131110.","DOI":"10.1002\/cpa.20168"},{"key":"6","doi-asserted-by":"publisher","unstructured":"N. El Karoui; S. Peng; M. C. Quenez. Backward stochastic differential equations in finance. Math. Finance 7 (1997), no. 1, 1\u201371.","DOI":"10.1111\/1467-9965.00022"},{"key":"7","doi-asserted-by":"crossref","unstructured":"U. Horst; M. M\u00fcller. On the spanning property of risk bonds priced by equilibrium. To appear in Mathematics of Operations Reasearch (2006).","DOI":"10.1287\/moor.1070.0270"},{"key":"8","doi-asserted-by":"crossref","unstructured":"N. Kazamaki. Continuous exponential martingales and BMO. Lecture Notes in Mathematics, 1579. Springer-Verlag, Berlin, 1994. viii+91 pp. ISBN: 3-540-58042-5","DOI":"10.1007\/BFb0073585"},{"key":"9","doi-asserted-by":"publisher","unstructured":"M. Kobylanski. Backward stochastic differential equations and partial differential equations with quadratic growth. Ann. Probab. 28 (2000), no. 2, 558\u2013602.","DOI":"10.1214\/aop\/1019160253"},{"key":"10","unstructured":"H. Kunita. Stochastic flows and stochastic differential equations. Cambridge Studies in Advanced Mathematics, 24. Cambridge University Press, Cambridge, 1990. xiv+346 pp. ISBN: 0-521-35050-6."},{"key":"11","doi-asserted-by":"publisher","unstructured":"M.A. Morlais. Quadratic BSDEs driven by continuous martingale and application to maximization problem. Preprint. (2007). Available at arXiv:math\/0610749v2.","DOI":"10.1007\/s00780-008-0079-3"},{"key":"12","doi-asserted-by":"crossref","unstructured":"D. Nualart. The Malliavin calculus and related topics. Probability and its Applications (New York). Springer-Verlag, New York, 1995. xii+266 pp. ISBN: 0-387-94432-X.","DOI":"10.1007\/978-1-4757-2437-0"},{"key":"13","unstructured":"P. E. Protter. Stochastic integration and differential equations. Second edition. Applications of Mathematics (New York), 21. Stochastic Modelling and Applied Probability. Springer-Verlag, Berlin, 2004. xiv+415 pp. ISBN: 3-540-00313-4."}],"container-title":["Electronic Journal of Probability"],"original-title":[],"link":[{"URL":"https:\/\/projecteuclid.org\/download\/pdf_1\/euclid.ejp\/1464818524","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,12,26]],"date-time":"2021-12-26T18:26:32Z","timestamp":1640543192000},"score":1,"resource":{"primary":{"URL":"https:\/\/projecteuclid.org\/journals\/electronic-journal-of-probability\/volume-12\/issue-none\/Classical-and-Variational-Differentiability-of-BSDEs-with-Quadratic-Growth\/10.1214\/EJP.v12-462.full"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2007,1,1]]},"references-count":13,"journal-issue":{"issue":"none","published-online":{"date-parts":[[2007,1,1]]}},"URL":"https:\/\/doi.org\/10.1214\/ejp.v12-462","relation":{},"ISSN":["1083-6489"],"issn-type":[{"value":"1083-6489","type":"print"}],"subject":[],"published":{"date-parts":[[2007,1,1]]}}}