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See detailDensity Estimates for Solutions to One Dimensional Backward SDE’s
Bourguin, Solesne UL; Aboura, O.

in Potential Analysis (2013), 38(2), 573-587

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 ... [more ▼]

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. [less ▲]

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