# Backward stochastic differential equations

September 19, 2019 — June 22, 2021

Placeholder: Keywords: nonlinear Feynman-Kac. Some kind of connection to optimal control?

## 1 References

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Kushner, and DiMasi. 1978. “Approximations for Functionals and Optimal Control Problems on Jump Diffusion Processes.”

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Şimşekli, Sener, Deligiannidis, et al. 2020. “Hausdorff Dimension, Stochastic Differential Equations, and Generalization in Neural Networks.”

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