| Abstract: |
| In this talk we present how to derive Bismut-Elworthy formula under assumptions weaker than non degeneracy of the noise. We can apply our results to stochastic (damped) wave equations, whose regularizing properties of the transition semigroup are discussed. We present a nonlinear version of the Bismut formula for BSDEs, and we discuss applications to the solution of semilinear Kolmogorov equations. |
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