The Bismut-Elworthy-Li formula for mean-field stochastic differential equations (Q1635968): Difference between revisions
From MaRDI portal
Revision as of 19:02, 15 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The Bismut-Elworthy-Li formula for mean-field stochastic differential equations |
scientific article |
Statements
The Bismut-Elworthy-Li formula for mean-field stochastic differential equations (English)
0 references
1 June 2018
0 references
Bismut-Elworthy-Li formula
0 references
Malliavin calculus
0 references
Monte Carlo methods
0 references
stochastic differential equations
0 references
integration by parts formulas
0 references
0 references
0 references