Infinite-dimensional calculus under weak spatial regularity of the processes
Publication:1661583
DOI10.1007/s10959-016-0724-2zbMath1429.60053arXiv1511.05744OpenAlexW2271255737WikidataQ59471496 ScholiaQ59471496MaRDI QIDQ1661583
Franco Flandoli, Giovanni Zanco, Francesco Russo
Publication date: 16 August 2018
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.05744
infinite-dimensional Itô's formulapath-dependent functionalspath-dependent Kolmogorov equationsstochastic calculus in Hilbert (Banach) spaces
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (4)
Cites Work
- An infinite-dimensional approach to path-dependent Kolmogorov equations
- Infinite dimensional weak Dirichlet processes and convolution type processes
- A basic identity for Kolmogorov operators in the space of continuous functions related to RDEs with multiplicative noise
- Generalized covariation for Banach space valued processes, Itō formula and applications
- Representation and control of infinite dimensional systems. Volume I
- Change of variable formulas for non-anticipative functionals on path space
- Functional Itō calculus and stochastic integral representation of martingales
- Regularizing properties for transition semigroups and semilinear parabolic equations in Banach spaces
- GENERALIZED COVARIATION AND EXTENDED FUKUSHIMA DECOMPOSITION FOR BANACH SPACE-VALUED PROCESSES: APPLICATIONS TO WINDOWS OF DIRICHLET PROCESSES
- Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations
- Stochastic Integration in Banach Spaces – a Survey
- Stochastic Equations in Infinite Dimensions
This page was built for publication: Infinite-dimensional calculus under weak spatial regularity of the processes