Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients (Q5962606): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Stochastic integration and \(L^ p-\)theory of semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pathwise Taylor expansions for random fields on multiple dimensional paths / rank
 
Normal rank
Property / cites work
 
Property / cites work: Partial differential equations driven by rough paths / rank
 
Normal rank
Property / cites work
 
Property / cites work: A (rough) pathwise approach to a class of non-linear stochastic partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional Itō calculus and stochastic integral representation of martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations with rough drivers / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Lévy area between Brownian motion and rough paths with applications to robust nonlinear filtering and rough partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On viscosity solutions of path dependent PDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3911166 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A course on rough paths. With an introduction to regularity structures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rough path stability of (semi-)linear SPDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Doob--Meyer for rough paths / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multidimensional Stochastic Processes as Rough Paths / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlling rough paths / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving the KPZ equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On pathwise stochastic integration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3995203 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A weak version of path-dependent functional Itô calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: On \((p,q)\)-rough paths / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fully nonlinear stochastic partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fully nonlinear stochastic partial differential equations: non-smooth equations and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fully nonlinear stochastic pde with semilinear stochastic dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differential equations driven by rough signals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rough paths, Signatures and the modelling of functions on streams / rank
 
Normal rank
Property / cites work
 
Property / cites work: BSDE, path-dependent PDE and nonlinear Feynman-Kac formula / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pathwise stochastic integrals for model free finance / rank
 
Normal rank

Revision as of 10:25, 11 July 2024

scientific article; zbMATH DE number 6541536
Language Label Description Also known as
English
Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients
scientific article; zbMATH DE number 6541536

    Statements

    Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients (English)
    0 references
    0 references
    0 references
    15 February 2016
    0 references
    rough paths
    0 references
    functional Itō calculus
    0 references
    path derivatives
    0 references
    Itō-Ventzell formula
    0 references
    rough PDEs
    0 references
    stochastic PDEs
    0 references
    characteristics
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references