Pages that link to "Item:Q847101"
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The following pages link to A functional extension of the Ito formula (Q847101):
Displaying 43 items.
- A generic decomposition formula for pricing vanilla options under stochastic volatility models (Q274843) (← links)
- An infinite-dimensional approach to path-dependent Kolmogorov equations (Q317478) (← links)
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- A generalization of the Itô formula (Q700895) (← links)
- Viscosity solutions of path-dependent integro-differential equations (Q737174) (← links)
- A note on functional derivatives on continuous paths (Q900553) (← links)
- Change of variable formulas for non-anticipative functionals on path space (Q984411) (← links)
- An extension of Itô's formula for anticipating processes (Q1266791) (← links)
- Improved Razumikhin and Krasovskii stability criteria for time-varying stochastic time-delay systems (Q1640291) (← links)
- Functional Itô calculus, path-dependence and the computation of Greeks (Q1679474) (← links)
- Comparison theorem for nonlinear path-dependent partial differential equations (Q1725406) (← links)
- On pathwise quadratic variation for càdlàg functions (Q1725475) (← links)
- Path-dependent equations and viscosity solutions in infinite dimension (Q1747749) (← links)
- Functional Itō calculus and stochastic integral representation of martingales (Q1942112) (← links)
- A change of variable formula with Itô correction term (Q1958460) (← links)
- Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration (Q2042792) (← links)
- Support characterization for regular path-dependent stochastic Volterra integral equations (Q2042796) (← links)
- Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting (Q2176177) (← links)
- Remarks on Föllmer's pathwise Itô calculus (Q2272807) (← links)
- On the support of solutions to stochastic differential equations with path-dependent coefficients (Q2309580) (← links)
- Pathwise integration with respect to paths of finite quadratic variation (Q2397623) (← links)
- BSDEs with jumps and path-dependent parabolic integro-differential equations (Q2515975) (← links)
- BSDE, path-dependent PDE and nonlinear Feynman-Kac formula (Q2629534) (← links)
- A simple proof of functional Itô's lemma for semimartingales with an application (Q2637368) (← links)
- Patterns in Random Walks and Brownian Motion (Q2798575) (← links)
- Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion (Q2801789) (← links)
- The functional Itō formula under the family of continuous semimartingale measures (Q2810660) (← links)
- Sensitivity Analysis of Energy Contracts by Stochastic Programming Techniques (Q2917446) (← links)
- An Extension of Ito’s Differentiation Formula (Q3729766) (← links)
- Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals (Q4569652) (← links)
- Non-Markovian fully coupled forward–backward stochastic systems and classical solutions of path-dependent PDES (Q4964411) (← links)
- Path-Dependent SDEs in Hilbert Spaces (Q5038298) (← links)
- Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations (Q5225281) (← links)
- Path-dependent martingale problems and additive functionals (Q5228829) (← links)
- A FINANCIAL MARKET OF A STOCHASTIC DELAY EQUATION (Q5242401) (← links)
- Extension and Application of Itô's Formula Under<i>G</i>-Framework (Q5305283) (← links)
- Weak approximation of martingale representations (Q5962610) (← links)
- Rough differential equations with path-dependent coefficients (Q6098910) (← links)
- Optimal stopping with signatures (Q6103968) (← links)
- Causal functional calculus (Q6165650) (← links)
- Itô-Föllmer calculus in Banach spaces. I: The Itô formula (Q6165993) (← links)
- Survey on path-dependent PDEs (Q6183904) (← links)
- Designing universal causal deep learning models: The geometric (Hyper)transformer (Q6196301) (← links)
