Seminar series
Date
Thu, 17 Nov 2016
Time
16:00 -
17:30
Location
L4
Speaker
Daniel Schwarz
Organisation
UCL
We introduce sufficient conditions for the solution of a multi-dimensional, Markovian BSDE to have a density. We show that a system of BSDEs possesses a density if its corresponding semilinear PDE exhibits certain regularity properties, which we verify in the case of several examples.