Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations
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Publication:5225281
DOI10.1090/conm/668/13396zbMath1415.60056arXiv1411.8000OpenAlexW2963325554MaRDI QIDQ5225281
Andrea Cosso, Francesco Russo, Cristina Di Girolami
Publication date: 19 July 2019
Published in: Probability on Algebraic and Geometric Structures (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.8000
functional Itô calculuspath dependent Kolmogorov equationstochastic calculus via regularization in Banach spaces
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Second-order parabolic equations (35K10) Representations of solutions to partial differential equations (35C99)
Related Items
Path-Dependent SDEs in Hilbert Spaces, Stochastic systems with memory and jumps, Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation
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