Change of variable formulas for non-anticipative functionals (Q3298328)

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Change of variable formulas for non-anticipative functionals
scientific article

    Statements

    title
    Change of variable formulas for non-anticipative functionals (English)
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    author
    Michael Mania
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    Revaz Tevzadze
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    publication date
    14 July 2020
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    zbMATH Keywords
    Itô formula
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    semimartingales
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    non-anticipative functionals
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    functional derivatives
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    Identifiers

    zbMATH DE Number
    7220118
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    arXiv ID
    1903.11571
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    OpenAlex ID
    W3033265844
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