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