Add to ORKGIn 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
summary:Stochastic Riccati equation is a backward stochastic differential equation with singular gen...
In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild ...
By developing the test function method and combining the localization technique, we prove existence ...
peer reviewedIn this paper, we derive sufficient conditions for each component of the solution to a ...
International audienceIn this paper, we derive sufficient conditions for each component of the solut...
The aim of this paper is twofold. Firstly, we derive upper and lower non- Gaussian bounds for the de...
Using covariance identities based on the Clark-Ocone representation formula we derive Gaussian densi...
AbstractIn this paper we establish lower and upper Gaussian bounds for the solutions to the heat and...
We obtain upper and lower Gaussian-type bounds on the density of each component $Y^i_t$ of the solut...
Gess B, Ouyang C, Tindel S. Density Bounds for Solutions to Differential Equations Driven by Gaussia...
In this paper, we are interested in solving backward stochastic differential equations (BSDEs for sh...
AbstractIn this paper, we are interested in solving backward stochastic differential equations (BSDE...
In this paper we are concerned with existence and uniqueness of the solution of Backward Stochastic ...
AbstractIn this paper, we establish lower and upper Gaussian bounds for the probability density of t...
A survey is given on the density estimates for the law density of the solution to a stochastic PDE a...
summary:Stochastic Riccati equation is a backward stochastic differential equation with singular gen...
In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild ...
By developing the test function method and combining the localization technique, we prove existence ...
peer reviewedIn this paper, we derive sufficient conditions for each component of the solution to a ...
International audienceIn this paper, we derive sufficient conditions for each component of the solut...
The aim of this paper is twofold. Firstly, we derive upper and lower non- Gaussian bounds for the de...
Using covariance identities based on the Clark-Ocone representation formula we derive Gaussian densi...
AbstractIn this paper we establish lower and upper Gaussian bounds for the solutions to the heat and...
We obtain upper and lower Gaussian-type bounds on the density of each component $Y^i_t$ of the solut...
Gess B, Ouyang C, Tindel S. Density Bounds for Solutions to Differential Equations Driven by Gaussia...
In this paper, we are interested in solving backward stochastic differential equations (BSDEs for sh...
AbstractIn this paper, we are interested in solving backward stochastic differential equations (BSDE...
In this paper we are concerned with existence and uniqueness of the solution of Backward Stochastic ...
AbstractIn this paper, we establish lower and upper Gaussian bounds for the probability density of t...
A survey is given on the density estimates for the law density of the solution to a stochastic PDE a...
summary:Stochastic Riccati equation is a backward stochastic differential equation with singular gen...
In this paper, we establish lower and upper Gaussian bounds for the probability density of the mild ...
By developing the test function method and combining the localization technique, we prove existence ...