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Journal Articles Potential Analysis Year : 2013

Density estimates for solutions to one dimensional Backward SDE's

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.
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Dates and versions

hal-00626303 , version 1 (25-09-2011)
hal-00626303 , version 2 (17-05-2012)

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Cite

Omar Aboura, Solesne Bourguin. Density estimates for solutions to one dimensional Backward SDE's. Potential Analysis, 2013, 38 (2), pp.573-587. ⟨hal-00626303v2⟩
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