Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations (Q5225281)

scientific article; zbMATH DE number 7083565

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English	Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations	scientific article; zbMATH DE number 7083565

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instance of

scholarly article

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title

Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations (English)

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Probability on Algebraic and Geometric Structures

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publication date

19 July 2019

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full work available at URL

https://arxiv.org/abs/1411.8000

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zbMATH Keywords

stochastic calculus via regularization in Banach spaces

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path dependent Kolmogorov equation

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functional Itô calculus

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MaRDI profile type

MaRDI publication profile

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cites work

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Strong-viscosity solutions: classical and path-dependent PDEs

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The covariation for Banach space valued processes and applications

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Clark-Ocone type formula for non-semimartingales with finite quadratic variation

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Pathwise uniqueness for a class of SDE in Hilbert spaces and applications

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Kolmogorov equation associated to a stochastic Navier-Stokes equation

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Forward, backward and symmetric stochastic integration

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Identifiers

zbMATH Open document ID

1415.60056

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DOI

10.1090/conm/668/13396

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5225281