Infinite-dimensional calculus under weak spatial regularity of the processes
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Publication:1661583
DOI10.1007/s10959-016-0724-2zbMath1429.60053arXiv1511.05744OpenAlexW2271255737WikidataQ59471496 ScholiaQ59471496MaRDI QIDQ1661583
Franco Flandoli, Giovanni Zanco, Francesco Russo
Publication date: 16 August 2018
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.05744
infinite-dimensional Itô's formulapath-dependent functionalspath-dependent Kolmogorov equationsstochastic calculus in Hilbert (Banach) spaces
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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