Density analysis of BSDEs (Q317487)
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scientific article; zbMATH DE number 6631785
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Density analysis of BSDEs |
scientific article; zbMATH DE number 6631785 |
Statements
Density analysis of BSDEs (English)
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30 September 2016
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BSDEs
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Malliavin calculus
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density analysis
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Nourdin-Viens' formula
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PDEs
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0.91299844
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0.8606595
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0.86046684
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0.8602606
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0.86019766
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0.85811234
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