Backward Itô-Ventzell and stochastic interpolation formulae
type: Item
instance of: scholarly article
title: Backward Itô-Ventzell and stochastic interpolation formulae
author: Pierre Del Moral
author: Sumeetpal S. Singh
published in: Stochastic Processes and their Applications
publication date: 2022-10-27T00:00:00Z
full work available at URL: https://arxiv.org/abs/1906.09145
Mathematics Subject Classification ID: 47D07
Mathematics Subject Classification ID: 93E15
Mathematics Subject Classification ID: 60H07
zbMATH DE Number: 7608415
zbMATH Keywords: stochastic flows
zbMATH Keywords: Tangent and Hessian processes
zbMATH Keywords: perturbation semigroups
zbMATH Keywords: Skorohod stochastic integral
zbMATH Keywords: Malliavin differential
zbMATH Keywords: Bismut-Elworthy-Li formulae
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MaRDI profile type: Publication
OpenAlex ID: W3035798787
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DOI: 10.1016/J.SPA.2022.09.007
description: scientific article; zbMATH DE number 7608415