The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces (Q4799435)
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scientific article; zbMATH DE number 1886381
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces |
scientific article; zbMATH DE number 1886381 |
Statements
The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces (English)
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26 June 2003
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backward stochastic differential equations
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control in infinite dimensional spaces
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