A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (Q2132538)

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A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance
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    A \(\mathbb{C}^{0, 1}\)-functional Itô's formula and its applications in mathematical finance (English)
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    28 April 2022
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    weak Dirichlet processes
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    path-depend PDEs
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