Density analysis of non-Markovian BSDEs and applications to biology and finance (Q681991)

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Density analysis of non-Markovian BSDEs and applications to biology and finance
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    Density analysis of non-Markovian BSDEs and applications to biology and finance (English)
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    13 February 2018
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    BSDEs
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    Malliavin calculus
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    Nourdin-Viens' formula
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    gene expression
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    option pricing
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