A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces (Q2190004): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1903.09052 / rank | |||
Normal rank | |||
Latest revision as of 02:59, 19 April 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)
0 references
17 June 2020
0 references
stochastic heat equation in 2 and 3 dimensions
0 references
nonlinear Bismut-Elworthy formula
0 references
quadratic backward stochastic differential equation
0 references
Hamilton Jacobi Bellman equation
0 references
