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It\^o's formula for flows of measures on semimartingales - MaRDI portal

It\^o's formula for flows of measures on semimartingales

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Publication:6351018

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DOI10.1016/j.spa.2023.02.004zbMath1509.60124arXiv2010.05288MaRDI QIDQ6351018

Huyên Pham, Xin Guo, Xiaoli Wei

Publication date: 11 October 2020

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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