Pages that link to "Item:Q984411"
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The following pages link to Change of variable formulas for non-anticipative functionals on path space (Q984411):
Displayed 26 items.
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
- A generic decomposition formula for pricing vanilla options under stochastic volatility models (Q274843) (← links)
- Constructing functions with prescribed pathwise quadratic variation (Q281858) (← links)
- An infinite-dimensional approach to path-dependent Kolmogorov equations (Q317478) (← links)
- On a Chen-Fliess approximation for diffusion functionals (Q478500) (← links)
- Itô calculus without probability in idealized financial markets (Q493630) (← links)
- On a class of generalized Takagi functions with linear pathwise quadratic variation (Q499179) (← links)
- A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
- Viscosity solutions of path-dependent integro-differential equations (Q737174) (← links)
- Feynman-Kac for functional jump diffusions with an application to credit value adjustment (Q894585) (← links)
- A note on functional derivatives on continuous paths (Q900553) (← links)
- Functional Itô calculus, path-dependence and the computation of Greeks (Q1679474) (← links)
- Functional Itō calculus and stochastic integral representation of martingales (Q1942112) (← links)
- Pathwise integration with respect to paths of finite quadratic variation (Q2397623) (← links)
- A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984) (← links)
- The covariation for Banach space valued processes and applications (Q2441314) (← links)
- BSDEs with jumps and path-dependent parabolic integro-differential equations (Q2515975) (← links)
- BSDE, path-dependent PDE and nonlinear Feynman-Kac formula (Q2629534) (← links)
- A simple proof of functional Itô's lemma for semimartingales with an application (Q2637368) (← links)
- Patterns in Random Walks and Brownian Motion (Q2798575) (← links)
- Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion (Q2801789) (← links)
- TRAJECTORY-BASED MODELS, ARBITRAGE AND CONTINUITY (Q2806359) (← links)
- The functional Itō formula under the family of continuous semimartingale measures (Q2810660) (← links)
- Path-dependent BSDEs with jumps and their connection to PPIDEs (Q4975316) (← links)
- Path‐dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems (Q5254097) (← links)
- Weak approximation of martingale representations (Q5962610) (← links)