Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients (Q5962606)
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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)
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15 February 2016
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rough paths
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functional Itō calculus
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path derivatives
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Itō-Ventzell formula
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rough PDEs
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stochastic PDEs
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characteristics
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