The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces

Author: Fuhrman Marco  

Publisher: Taylor & Francis Ltd

ISSN: 1045-1129

Source: Stochastics and Stochastics Reports, Vol.74, Iss.1-2, 2002-01, pp. : 429-464

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Abstract