Density Estimates for the Solutions of Backward Stochastic Differential Equations Driven by Gaussian Processes
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Analysis
Link
http://link.springer.com/content/pdf/10.1007/s11118-020-09835-7.pdf
Reference33 articles.
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3. Antonelli, F., Kohatsu-Higa, A.: Densities of one-dimensional backward SDEs. Potential Anal. 22, 263–287 (2005)
4. Bender, C.: Explicit solutions of a class of linear fractional BSDEs. Systems Control Lett. 54, 671–680 (2005)
5. Bender, C.: Backward SDEs driven by Gaussian processes. Stochastic Process. Appl. 124, 2892–2916 (2014)
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