Densities of one-dimensional backward SDEs (Q1773902)

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Densities of one-dimensional backward SDEs
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    Statements

    title
    Densities of one-dimensional backward SDEs (English)
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    author
    Fabio Antonelli
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    Arturo Kohatsu-Higa
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    publication date
    28 April 2005
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    zbMATH Keywords
    Malliavin calculus
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    density of solution
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    Identifiers

    zbMATH DE Number
    2162296
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    OpenAlex ID
    W2082050529
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