A Bismut-Elworthy formula for quadratic BSDEs (Q2018566)
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scientific article
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| English | A Bismut-Elworthy formula for quadratic BSDEs |
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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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0.9114826
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0.9051223
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0.89967114
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0.8993013
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0.8970422
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0.8908702
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