A note on functional derivatives on continuous paths
type: Item
instance of: scholarly article
title: A note on functional derivatives on continuous paths
zbMATH Open document ID: 1397.60089
author: Shaolin Ji
author: Shuzhen Yang
published in: Statistics \& Probability Letters
publication date: 2015-12-22T00:00:00Z
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 49J50
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 6523432
zbMATH Keywords: Dupire derivatives
zbMATH Keywords: functional Itô's calculus
zbMATH Keywords: backward stochastic differential equations
zbMATH Keywords: path-dependent PDEs
zbMATH Keywords: Fréchet derivatives
MaRDI profile type: Publication
full work available at URL: j.spl.2015.07.024
OpenAlex ID: W2185792667
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cites work: Q4148534
cites work: Q3707054
cites work: BSDE, path-dependent PDE and nonlinear Feynman-Kac formula
DOI: 10.1016/J.SPL.2015.07.024
description: scientific article; zbMATH DE number 6523432