A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces (Q2190004)
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scientific article; zbMATH DE number 7212762
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| English | A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces |
scientific article; zbMATH DE number 7212762 |
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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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0.897592306137085
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0.8538714051246643
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0.8039076328277588
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0.8039076328277588
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