Density analysis of BSDEs (Q317487)

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Density analysis of BSDEs
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    title
    Density analysis of BSDEs (English)
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    DOI
    10.1214/15-AOP1035
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    author
    Thibaut Mastrolia
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    Dylan Possamaï
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    Anthony Réveillac
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    publication date
    30 September 2016
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    zbMATH DE Number
    6631785
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    zbMATH Keywords
    BSDEs
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    Malliavin calculus
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    density analysis
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    Nourdin-Viens' formula
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    PDEs
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    arXiv ID
    1402.4416
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    cites work
    Q3992980
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    Q4445184
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    Q4029028
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    OpenAlex ID
    W2138425054
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