An Itô formula for an accretive operator

DOI10.3390/axioms1010004zbMath1293.47056OpenAlexW2043240205MaRDI QIDQ398506

Rémi Léandre

Publication date: 15 August 2014

Published in: Axioms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/axioms1010004

zbMATH Keywords

Itô formulanonlinear semigroup

Mathematics Subject Classification ID

Semigroups of nonlinear operators (47H20) Nonlinear accretive operators, dissipative operators, etc. (47H06) Stochastic analysis (60H99)

Related Items (4)

A path-integral approach to the Cameron-Martin-Maruyama-Girsanov formula associated to a bi-Laplacian ⋮ The Itô-Stratonovich formula for an operator of order four ⋮ A Class of Non-Markovian Pseudo-differential Operators of Lévy Type ⋮ Stochastic analysis for a non-Markovian generator: an introduction

Cites Work

• Stochastic analysis without probability: study of some basic tools
• Itô-Stratonovitch Formula for the Wave Equation on a Torus
• Generation of Semi-Groups of Nonlinear Transformations on General Banach Spaces

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