Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (Q1747795): Difference between revisions
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Revision as of 04:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Itô's calculus under sublinear expectations via regularity of PDEs and rough paths |
scientific article |
Statements
Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (English)
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27 April 2018
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fully nonlinear PDEs
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martingale problem
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nonlinear expectation
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stochastic integral
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Itô's formula
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rough path theory
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