The \(C^{0,1}\) Itô-Ventzell formula for weak Dirichlet processes (Q6969047)
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scientific article; zbMATH DE number 8055079
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| English | The \(C^{0,1}\) Itô-Ventzell formula for weak Dirichlet processes |
scientific article; zbMATH DE number 8055079 |
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The \(C^{0,1}\) Itô-Ventzell formula for weak Dirichlet processes (English)
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23 June 2025
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generalized Itô-Ventzell formula
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integration via regularization
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weak Dirichlet process
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elliptic stochastic PDE
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financial mathematics
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