Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (Q1747795)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Itô's calculus under sublinear expectations via regularity of PDEs and rough paths |
scientific article; zbMATH DE number 6865170
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Itô's calculus under sublinear expectations via regularity of PDEs and rough paths |
scientific article; zbMATH DE number 6865170 |
Statements
Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (English)
0 references
27 April 2018
0 references
fully nonlinear PDEs
0 references
martingale problem
0 references
nonlinear expectation
0 references
stochastic integral
0 references
Itô's formula
0 references
rough path theory
0 references
0 references
0 references
0 references
