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- W4298041874 abstract "In this paper, we provide conditions which ensure that stochastic Lipschitz BSDEs admit Malliavin differentiable solutions. We investigate the problem of existence of densities for the first components of solutions to general path-dependent stochastic Lipschitz BSDEs and obtain results for the second components in particular cases. We apply these results to both the study of a gene expression model in biology and to the classical pricing problems in mathematical finance." @default.
- W4298041874 created "2022-10-01" @default.
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- W4298041874 date "2016-02-19" @default.
- W4298041874 modified "2023-10-14" @default.
- W4298041874 title "Density analysis of non-Markovian BSDEs and applications to biology and finance" @default.
- W4298041874 doi "https://doi.org/10.48550/arxiv.1602.06101" @default.
- W4298041874 hasPublicationYear "2016" @default.
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