Density Analysis for coupled forward-backward SDEs with non-Lipschitz drifts

DOI10.1016/J.SPA.2024.104359arXiv2309.08061MaRDI QIDQ6451223

Olivier Menoukeu Pamen, Rhoss Likibi Pellat

Publication date: 14 September 2023

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Second-order parabolic equations (35K10) Quasilinear parabolic equations (35K59)

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