Density analysis of BSDEs
  In this paper, we study the existence of densities (with respect to the Lebesgue measure) for marginal laws of the solution $(Y,Z)$ to a quadratic growth BSDE. Using the (by now) well-established connection between these equations and their associated semi-linear PDEs, together with the Nourdin-Viens formula, we provide estimates on these densities. 
Thibaut Mastrolia (CEREMADE), Dylan Possama\"i (CEREMADE), Anthony   R\'eveillac (INSA & IMT)
math.PR