Density estimates for solutions to one dimensional Backward SDE's
Probability
2014-09-05 v2
Abstract
In this paper, we derive sufficient conditions for each component of the solution to a general backward stochastic differential equation to have a density for which upper and lower Gaussian estimates can be obtained.
Cite
@article{arxiv.1109.5381,
title = {Density estimates for solutions to one dimensional Backward SDE's},
author = {Omar Aboura and Solesne Bourguin},
journal= {arXiv preprint arXiv:1109.5381},
year = {2014}
}