A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces (Q2190004): Difference between revisions
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Revision as of 22:46, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces |
scientific article |
Statements
A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces (English)
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17 June 2020
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stochastic heat equation in 2 and 3 dimensions
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nonlinear Bismut-Elworthy formula
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quadratic backward stochastic differential equation
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Hamilton Jacobi Bellman equation
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