Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion (Q2801789): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion |
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Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion (English)
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22 April 2016
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functional Itō/path-dependent calculus
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Banach space stochastic calculus
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path-dependent Kolmogorov equations
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window Brownian motion
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strong-viscosity solutions
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calculus via regularization
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