Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (Q1747795): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:32, 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)
0 references
27 April 2018
0 references
fully nonlinear PDEs
0 references
martingale problem
0 references
nonlinear expectation
0 references
stochastic integral
0 references
Itô's formula
0 references
rough path theory
0 references
