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

58 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces (2004, background): “We continue our previous works [12, 13], where the case of an equation of parabolic type was treated.”
Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control (2002, background): “Although it is apparently impossible to cover, using backward stochastic equations, the case of fully nonlinear operators, differentiability conditions on some of the coefficients can be relaxed, under appropriate additional assumptions; see [14].”
Ergodic BSDEs under weak dissipative assumptions (2010, methodology): “Then (the reduction to the abstract infinite dimensional framework is as in [10] Section 5.”
Weak existence and uniqueness for forward–backward SDEs (2006, methodology): “The basic strategy in [8] consists in applying a variant of the Malliavin-Bismut integration by parts formula due to Thamäıer [38] (see also Fuhrman and Tessitore [14] and Thalmäıer and Wang [39]).”