Backward It{\^o}-Ventzell and stochastic interpolation formulae

DOI10.1016/J.SPA.2022.09.007zbMath1522.60048arXiv1906.09145MaRDI QIDQ6320850

Pierre Del Moral, Unnamed Author

Publication date: 21 June 2019

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Stochastic stability in control theory (93E15) Stochastic calculus of variations and the Malliavin calculus (60H07)

This page was built for publication: Backward It{\^o}-Ventzell and stochastic interpolation formulae