Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (Q1747795)
From MaRDI portal
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
