On limit theorems and backward stochastic differential equations via Malliavin calculus

Flow cytometric analyses of CD8 þ T cells for NKG2D expression and (b) prognosis value shown by Kaplan- Meier overall survival (OS) curves segregating the cohort of metastatic

Keywords: Backward stochastic differential equations, Malliavin calculus, dynamic programming equation, empirical regressions, non-asymptotic error estimates.. MSC 2010: 49L20,

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First we establish a general result on the regularity with respect to the driven function for the solution of deterministic equations, using the techniques of fractional

Targeting PI3Kg in lysozyme M –expressing myeloid cells alters the gene expression profile of obese adipose tissue To investigate the role of PI3Kg activity in adipose

The rest of the paper is organized as follows. In Section 2, we recall the notions of Malliavin calculus that we need in order to perform our proofs. In Section 3, we state and

In a seminal paper of 2005, Nualart and Peccati [40] discovered a surprising central limit theorem (called the “Fourth Moment Theorem” in the sequel) for sequences of

Key W ords: Adapted solution, antiipating stohasti alulus, bakward doubly SDEs,.. stohasti partial dierential equation, stohasti