Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations

DOI10.1090/conm/668/13396zbMath1415.60056arXiv1411.8000OpenAlexW2963325554MaRDI QIDQ5225281

Andrea Cosso, Francesco Russo, Cristina Di Girolami

Publication date: 19 July 2019

Published in: Probability on Algebraic and Geometric Structures (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.8000

zbMATH Keywords

functional Itô calculuspath dependent Kolmogorov equationstochastic calculus via regularization in Banach spaces

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Second-order parabolic equations (35K10) Representations of solutions to partial differential equations (35C99)

Related Items (3)

Path-Dependent SDEs in Hilbert Spaces ⋮ Stochastic systems with memory and jumps ⋮ Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation

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