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 50 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)
- Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula (Q778180) (← links)
- Decoupled mild solutions of path-dependent PDEs and integro PDEs represented by BSDEs driven by cadlag martingales (Q778789) (← 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)
- A weak version of path-dependent functional Itô calculus (Q1621446) (← links)
- A superhedging approach to stochastic integration (Q1630662) (← links)
- Path-dependent Hamilton-Jacobi equations in infinite dimensions (Q1655788) (← links)
- Infinite-dimensional calculus under weak spatial regularity of the processes (Q1661583) (← links)
- Itô's formula, the stochastic exponential, and change of measure on general time scales (Q1667572) (← links)
- Functional Itô calculus, path-dependence and the computation of Greeks (Q1679474) (← links)
- Comparison theorem for nonlinear path-dependent partial differential equations (Q1725406) (← links)
- On pathwise quadratic variation for càdlàg functions (Q1725475) (← links)
- Stochastic systems with memory and jumps (Q1736185) (← links)
- Path-dependent equations and viscosity solutions in infinite dimension (Q1747749) (← links)
- Recurrence and ergodicity of switching diffusions with past-dependent switching having a countable state space (Q1751072) (← links)
- On the quadratic variation of the model-free price paths with jumps (Q1795403) (← links)
- Functional Itō calculus and stochastic integral representation of martingales (Q1942112) (← links)
- Weak differentiability of Wiener functionals and occupation times (Q1990962) (← links)
- Recurrence for switching diffusion with past dependent switching and countable state space (Q2001563) (← links)
- Bilinear equations in Hilbert space driven by paths of low regularity (Q2026600) (← links)
- Local times and Tanaka-Meyer formulae for càdlàg paths (Q2042797) (← links)
- Stochastic functional Kolmogorov equations. II: Extinction (Q2048515) (← links)
- A quasi-sure optional decomposition and super-hedging result on the Skorokhod space (Q2049551) (← links)
- A functional Itō-formula for Dawson-Watanabe superprocesses (Q2066966) (← links)
- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) (← links)
- The weak functional representation of historical martingales (Q2090750) (← links)
- Piecewise-tunneled captive processes and corridored random particle systems (Q2096923) (← links)
- Quadratic variation and quadratic roughness (Q2108492) (← links)
- Quadratic variation along refining partitions: constructions and examples (Q2122196) (← links)
- Viscosity solutions to first order path-dependent Hamilton-Jacobi-Bellman equations in Hilbert space (Q2151855) (← links)
- Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations (Q2155507) (← links)
- Stability for multi-linked stochastic delayed complex networks with stochastic hybrid impulses by dupire Itô's formula (Q2158877) (← links)
- Stability of stochastic functional differential systems with semi-Markovian switching and Lévy noise by functional Itô's formula and its applications (Q2181353) (← links)
- Stochastic functional Kolmogorov equations. I: Persistence (Q2239261) (← links)
- Optimal liquidation problem in illiquid markets (Q2242363) (← links)
- Remarks on Föllmer's pathwise Itô calculus (Q2272807) (← links)
- Stochastic integration and differential equations for typical paths (Q2274218) (← links)
- Pathwise no-arbitrage in a class of delta hedging strategies (Q2296083) (← links)
- Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle (Q2296114) (← links)
- A martingale approach for fractional Brownian motions and related path dependent PDEs (Q2299585) (← links)
- On the support of solutions to stochastic differential equations with path-dependent coefficients (Q2309580) (← links)