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Article (Scientific journals)
Density Estimates for Solutions to One Dimensional Backward SDE’s
BOURGUIN, Solesne; Aboura, O.
2013 • In Potential Analysis, 38 (2), p. 573-587
Peer Reviewed verified by ORBi
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https://hdl.handle.net/10993/26274
DOI
10.1007/s11118-012-9287-8
 

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Keywords :
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.
Disciplines :
Mathematics
Author, co-author :
BOURGUIN, Solesne ;  University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Aboura, O.
External co-authors :
yes
Language :
English
Title :
Density Estimates for Solutions to One Dimensional Backward SDE’s
Publication date :
18 May 2013
Journal title :
Potential Analysis
ISSN :
0926-2601
eISSN :
1572-929X
Publisher :
Springer, Amsterdam, Netherlands
Volume :
38
Issue :
2
Pages :
573-587
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 25 March 2016

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