Itô-Krylov's formula for a flow of measures

DOI10.1051/ps/2024003zbMath1547.60053MaRDI QIDQ6617088

Thomas Cavallazzi

Publication date: 10 October 2024

Published in: European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

Itô's formulaKrylov's estimateflow of probability measureslinear functional derivative

Mathematics Subject Classification ID

Stochastic integrals (60H05) Regularization by noise (60H50)

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