Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:alternativeName |
gptkb:Bismut_formula
|
| gptkbp:appliesTo |
diffusion processes
solutions of stochastic differential equations |
| gptkbp:field |
gptkb:probability_theory
stochastic analysis |
| https://www.w3.org/2000/01/rdf-schema#label |
Bismut-Elworthy-Li formula
|
| gptkbp:introducedIn |
1984
|
| gptkbp:namedAfter |
gptkb:K._David_Elworthy
gptkb:Xue-Mei_Li gptkb:Jean-Michel_Bismut |
| gptkbp:provides |
representation of derivatives of expectations
|
| gptkbp:relatedTo |
gptkb:Malliavin_calculus
|
| gptkbp:used_in |
mathematical finance
stochastic control |
| gptkbp:usedFor |
gradient estimates
|
| gptkbp:bfsParent |
gptkb:Bismut_formula
|
| gptkbp:bfsLayer |
6
|