المؤلفون: Addona, D, Bandini E, Masiero F

المساهمون: Addona, D, Bandini, E, Masiero, F

مصطلحات موضوعية: Hamilton Jacobi Bellman equation, Nonlinear Bismut–Elworthy formula, Quadratic backward stochastic differential equation, Stochastic heat equation in 2 and 3 dimension, Stochastic heat equation in 2 and 3 dimensions, nonlinear Bismut-Elworthy formula

Relation: info:eu-repo/semantics/altIdentifier/wos/WOS:000540142100001; volume:27; issue:4; journal:NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS; http://hdl.handle.net/10281/228729; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85086451710

الاتاحة: http://hdl.handle.net/10281/228729
https://doi.org/10.1007/s00030-020-00639-7

المؤلفون: Davide Addona, Federica Masiero, Elena Bandini

المساهمون: Addona, D, Bandini E, Masiero F, Bandini, E, Masiero, F

مصطلحات موضوعية: Quadratic growth, Stochastic control, quadratic Backward Stochastic Differential Equation, Applied Mathematics, Banach space, Hamilton–Jacobi–Bellman equation, Hamilton Jacobi Bellman equation, Stochastic heat equation in 2 and 3 dimensions, Stochastic differential equation, Quadratic equation, Nonlinear Bismut–Elworthy formula, Bounded function, Stochastic heat equation in 2 and 3 dimensions, nonlinear Bismut-Elworthy formula, quadratic Backward Stochastic Differential Equation, Hamilton Jacobi Bellman equation, nonlinear Bismut-Elworthy formula, Applied mathematics, Heat equation, Stochastic heat equation in 2 and 3 dimension, Analysis, Mathematics

وصف الملف: ELETTRONICO

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e73e7d5b0f3354ca9b7c8604c49bd596
https://hdl.handle.net/11585/832207