Density analysis of BSDEs
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Publication:317487
DOI10.1214/15-AOP1035zbMath1462.60079arXiv1402.4416OpenAlexW2138425054MaRDI QIDQ317487
Dylan Possamaï, Anthony Réveillac, Thibaut Mastrolia
Publication date: 30 September 2016
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1402.4416
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07)
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