activity
20192026
most citedA BSDEs approach to pathwise uniqueness for stochastic evolution equations

1 citations · 1 across the 5 of their papers we have counts for

collaborators
Showing 2019 · math.PRShow all

1 paper · 2 filters

math.PR2019

A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces

Davide Addona, Elena Bandini, Federica Masiero

We consider a Backward Stochastic Differential Equation (BSDE for short) in a Markovian framework for the pair of processes , with generator with quadratic growth with respe…