Density Estimates for Solutions to One Dimensional Backward SDE’s

Reference : Density Estimates for Solutions to One Dimensional Backward SDE’s


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/26274

Title :	Density Estimates for Solutions to One Dimensional Backward SDE’s
Language :	English
Author, co-author :	Bourguin, Solesne [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
	Aboura, O. []
Publication date :	18-May-2013
Journal title :	Potential Analysis
Publisher :	Springer
Volume :	38
Issue/season :	2
Pages :	573-587
Peer reviewed :	Yes (verified by ORBi^lu)
ISSN :	0926-2601
e-ISSN :	1572-929X
City :	Amsterdam
Country :	The Netherlands
Keywords :	[en] Backward stochastic differential equations ; Malliavin calculus ; Density estimates
Abstract :	[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.
Permalink :	http://hdl.handle.net/10993/26274
DOI :	10.1007/s11118-012-9287-8

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