Itô-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows

DOI10.1007/s11118-022-10012-1arXiv1910.01892OpenAlexW2977915609WikidataQ113900609 ScholiaQ113900609MaRDI QIDQ6072423

Publication date: 13 October 2023

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.01892

zbMATH Keywords

stochastic differential equations Itô-Wentzell formula Lions derivative conditional measure flows full measure flows

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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