Density analysis of non-Markovian BSDEs and applications to biology and finance - Archive ouverte HAL
Article Dans Une Revue Stochastic Processes and their Applications Année : 2018

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

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hal-04558242 , version 1 (24-04-2024)

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Thibaut Mastrolia. Density analysis of non-Markovian BSDEs and applications to biology and finance. Stochastic Processes and their Applications, 2018, 128 (3), pp.897-938. ⟨10.1016/j.spa.2017.06.009⟩. ⟨hal-04558242⟩
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