Geodesic
Differentiability of the Feynman-Kac semigroup and a control application
Atti della Accademia nazionale dei Lincei. Rendiconti Lincei. Matematica e applicazioni, Série 9, Tome 8 (1997) no. 3, pp. 183-188.

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The Hamilton-Jacobi-Bellman equation corresponding to a large class of distributed control problems is reduced to a linear parabolic equation having a regular solution. A formula for the first derivative is obtained.
L'equazione di Hamilton-Jacobi-Bellman corrispondente a un'ampia classe di problemi di controllo distribuiti viene ridotta a una equazione parabolica lineare avente una soluzione regolare. Viene inoltre ottenuta una formula per la derivata prima della soluzione. 
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Da Prato, Giuseppe; Zabczyk, Jerzy. Differentiability of the Feynman-Kac semigroup and a control application. Atti della Accademia nazionale dei Lincei. Rendiconti Lincei. Matematica e applicazioni, Série 9, Tome 8 (1997) no. 3, pp. 183-188. http://geodesic.mathdoc.fr/item/RLIN_1997_9_8_3_a1/

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