A note on time-dependent additive functionals

DOI10.31390/COSA.11.3.04MaRDI QIDQ6925956zbMATH OpenFDO

Authors Adrien Barrasso, Francesco Russo

Publication date 25 September 2025

Published in Communications on Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.31390/COSA.11.3.04

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Martingales with continuous parameter (60G44) Transition functions, generators and resolvents (60J35)

Cited in

(3)

• Backward stochastic differential equations with no driving martingale and pseudo-PDEs
• \(C^{0, 1}\)-Itô chain rules and generalized solutions of parabolic PDEs
• Exponential twist of probability measures: drift correction in term of a generalized gradient

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