Densities for scalar-valued BSDEs via unique continuation and backward uniqueness NGKK8ZB29J

URI	`m2://res/NGKK8ZB29J`
Kind	preprint
Creators	Solesne Bourguin, Daniel C. Schwarz
Date	2026-10-01
MSC	60-XX, 35-XX
Subjects	arxiv math.PR, arxiv math.AP, arxiv q-fin.MF
Scope	in

Expressions

The mentions of the inventory that name this resource. Each name links to the card of its inventory row.

Item	Kind	Where	Source
255XERY74G	statement	lemma 2.4	arxiv
Uniform bound on the spatial gradient	statement	proposition 3.4	arxiv
Zero sets of \(\nabla_x v\	statement	proposition 4.3	arxiv
Density for a viscous-eikonal activation variable	statement	proposition 6.3	arxiv
E8KH2EBXNM	statement	theorem 2.12	arxiv
Differentiability with respect to the initial state	statement	lemma 3.3	arxiv
Malliavin representation under the rigidity assumptions	statement	lemma 3.7	arxiv
Extra regularity of the spatial gradient	statement	proposition 3.2	arxiv
Backward uniqueness	statement	lemma 4.2	arxiv
Density for a multifactor valuation process	statement	proposition 6.1	arxiv
Unique continuation from a set of positive measure	statement	lemma 4.1	arxiv
Basic regularity and identification of the martingale integrand	statement	proposition 3.1	arxiv
Uniform bounds on positive-time slabs	statement	corollary 3.6	arxiv
Uniform gradient bound on positive-time slabs	statement	proposition 3.5	arxiv
YDA11HAA3A	definition	definition 2.1	arxiv