Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes (Q2660165)
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scientific article; zbMATH DE number 7329001
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| English | Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes |
scientific article; zbMATH DE number 7329001 |
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Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes (English)
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29 March 2021
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backward stochastic differential equations
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Gaussian processes
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fractional Brownian motion
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density estimate
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Malliavin calculus
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0.8624048233032227
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0.8522260785102844
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0.8365975022315979
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0.8046721816062927
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0.7929442524909973
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