The Bismut-Elworthy-Li formula for mean-field stochastic differential equations (Q1635968): Difference between revisions

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Revision as of 19:02, 15 July 2024

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The Bismut-Elworthy-Li formula for mean-field stochastic differential equations
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    The Bismut-Elworthy-Li formula for mean-field stochastic differential equations (English)
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    1 June 2018
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    Bismut-Elworthy-Li formula
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    Malliavin calculus
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    Monte Carlo methods
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    stochastic differential equations
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    integration by parts formulas
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