Gaussian-type density bounds for solutions to multidimensional backward SDEs and application to gene expression

DOI10.1007/s11118-022-10015-yarXiv2002.11706OpenAlexW3008020593WikidataQ114223700 ScholiaQ114223700MaRDI QIDQ6072429

Evelina Shamarova, R. A. Chertovskih

Publication date: 13 October 2023

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2002.11706

zbMATH Keywords

Malliavin calculusbackward SDEsstochastic gene expressionNourdin-Viens' formulaWazewski's theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Genetics and population dynamics (92D99)

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