Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes (Q2660165)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes |
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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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