A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces (Q2190004): Difference between revisions

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Latest revision as of 22:28, 22 July 2024

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A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces
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    A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces (English)
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    17 June 2020
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    stochastic heat equation in 2 and 3 dimensions
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    nonlinear Bismut-Elworthy formula
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    quadratic backward stochastic differential equation
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    Hamilton Jacobi Bellman equation
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