A Bismut-Elworthy formula for quadratic BSDEs (Q2018566): Difference between revisions
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Revision as of 22:29, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bismut-Elworthy formula for quadratic BSDEs |
scientific article |
Statements
A Bismut-Elworthy formula for quadratic BSDEs (English)
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24 March 2015
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quadratic backward stochastic differential equations
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Bismut-Elworthy formula
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semilinear Kolmogorov equation
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stochastic optimal control problems
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Hamilton-Jacobi-Bellman equations
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