Add to ORKGInternational audienceIn 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
We design a numerical scheme for solving a Dynamic Programming equation with Malliavin weights arisi...
In this paper, based on a known formula, we use a simple idea to get a new representation for the de...
Gess B, Ouyang C, Tindel S. Density Bounds for Solutions to Differential Equations Driven by Gaussia...
International audienceIn this paper, we derive sufficient conditions for each component of the solut...
In this paper, we derive sufficient conditions for each component of the solution to a general backw...
The aim of this paper is twofold. Firstly, we derive upper and lower non- Gaussian bounds for the de...
We obtain upper and lower Gaussian-type bounds on the density of each component $Y^i_t$ of the solut...
summary:Stochastic Riccati equation is a backward stochastic differential equation with singular gen...
1 figureIn this paper we obtain Gaussian type lower bounds for the density of solutions to stochasti...
AbstractIn this paper we establish lower and upper Gaussian bounds for the solutions to the heat and...
We extend the validity of a simple method for the existence of a density for stochastic differential...
27 pagesIn this paper we study upper bounds for the density of solution of stochastic differential e...
We show that a local existence and uniqueness condition implies the global solution on drift-less on...
Cette thèse porte principalement sur l'étude des équations différentielles stochastiques rétrogrades...
Using covariance identities based on the Clark-Ocone representation formula we derive Gaussian densi...
We design a numerical scheme for solving a Dynamic Programming equation with Malliavin weights arisi...
In this paper, based on a known formula, we use a simple idea to get a new representation for the de...
Gess B, Ouyang C, Tindel S. Density Bounds for Solutions to Differential Equations Driven by Gaussia...
International audienceIn this paper, we derive sufficient conditions for each component of the solut...
In this paper, we derive sufficient conditions for each component of the solution to a general backw...
The aim of this paper is twofold. Firstly, we derive upper and lower non- Gaussian bounds for the de...
We obtain upper and lower Gaussian-type bounds on the density of each component $Y^i_t$ of the solut...
summary:Stochastic Riccati equation is a backward stochastic differential equation with singular gen...
1 figureIn this paper we obtain Gaussian type lower bounds for the density of solutions to stochasti...
AbstractIn this paper we establish lower and upper Gaussian bounds for the solutions to the heat and...
We extend the validity of a simple method for the existence of a density for stochastic differential...
27 pagesIn this paper we study upper bounds for the density of solution of stochastic differential e...
We show that a local existence and uniqueness condition implies the global solution on drift-less on...
Cette thèse porte principalement sur l'étude des équations différentielles stochastiques rétrogrades...
Using covariance identities based on the Clark-Ocone representation formula we derive Gaussian densi...
We design a numerical scheme for solving a Dynamic Programming equation with Malliavin weights arisi...
In this paper, based on a known formula, we use a simple idea to get a new representation for the de...
Gess B, Ouyang C, Tindel S. Density Bounds for Solutions to Differential Equations Driven by Gaussia...