Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations (Q2956587)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations
    scientific article

      Statements

      Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations (English)
      0 references
      0 references
      0 references
      18 January 2017
      0 references
      functional Itô calculus
      0 references
      Banach space valued stochastic calculus
      0 references
      path-dependent partial differential equation
      0 references
      Itô stochastic differential equation
      0 references
      strict solutions
      0 references
      regularization
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references