A Bismut-Elworthy formula for quadratic BSDEs (Q2018566): Difference between revisions

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+.2098
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+Set-valued analysis
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+Backward SDEs with superquadratic growth
@@ Property / cites work: Backward SDEs with superquadratic growth / rank @@
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+Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
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+BSDE with quadratic growth and unbounded terminal value
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+Quadratic BSDEs with convex generators and unbounded terminal conditions
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+Second order PDE's in finite and infinite dimension
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+Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations
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+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
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+Q4544913
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+Q4032143
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+On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth
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+Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
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+The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces
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+Regularity of solutions of a second order hamilton-jacobi equation and application to a control problem
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+Global regular solutions of second order Hamilton-Jacobi equations in Hilbert spaces with locally Lipschitz nonlinearities
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+Backward stochastic differential equations and partial differential equations with quadratic growth.
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+Semilinear Kolmogorov equations and applications to stochastic optimal control
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+Infinite horizon stochastic optimal control problems with degenerate noise and elliptic equations in Hilbert spaces
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+Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian
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+HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition
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+Adapted solution of a backward stochastic differential equation
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+Q4029028
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+Normal rank
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+Numerical simulation of BSDEs with drivers of quadratic growth
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+Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
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