Reference : Density Estimates for Solutions to One Dimensional Backward SDE’s
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/26274
Density Estimates for Solutions to One Dimensional Backward SDE’s
English
Bourguin, Solesne [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Aboura, O. []
18-May-2013
Potential Analysis
Springer
38
2
573-587
Yes (verified by ORBilu)
0926-2601
1572-929X
Amsterdam
The Netherlands
[en] Backward stochastic differential equations ; Malliavin calculus ; Density estimates
[en] In this paper, we derive sufficient conditions for each component of the solution to a general backward stochastic differential equation to have a density for which upper and lower Gaussian estimates can be obtained.
http://hdl.handle.net/10993/26274
10.1007/s11118-012-9287-8

File(s) associated to this reference

Fulltext file(s):

FileCommentaryVersionSizeAccess
Limited access
2012, Solesne Bourguin,Density Estimates for Solutions to One Dimensional Backward SDE’s.pdfPublisher postprint385.15 kBRequest a copy

Bookmark and Share SFX Query

All documents in ORBilu are protected by a user license.