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Itô-Krylov's formula for a flow of measures - MaRDI portal

Itô-Krylov's formula for a flow of measures (Q6617088)

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scientific article; zbMATH DE number 7924498
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Itô-Krylov's formula for a flow of measures
scientific article; zbMATH DE number 7924498

    Statements

    Itô-Krylov's formula for a flow of measures (English)
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    10 October 2024
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    Itô's formula
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    flow of probability measures
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    linear functional derivative
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    Krylov's estimate
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