Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients (Q5962606)

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scientific article; zbMATH DE number 6541536
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Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients
scientific article; zbMATH DE number 6541536

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    Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients (English)
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    15 February 2016
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    rough paths
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    functional Itō calculus
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    path derivatives
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    Itō-Ventzell formula
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    rough PDEs
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    stochastic PDEs
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    characteristics
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