Gaussian density estimates for solutions of fully coupled forward‐backward SDEs (Q5126251)
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scientific article; zbMATH DE number 7261805
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian density estimates for solutions of fully coupled forward‐backward SDEs |
scientific article; zbMATH DE number 7261805 |
Statements
Gaussian density estimates for solutions of fully coupled forward‐backward SDEs (English)
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16 October 2020
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density estimates
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forward-backward SDEs
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Malliavin calculus
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Nourdin-Viens' formula
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