A weak version of path-dependent functional Itô calculus
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Publication:1621446
DOI10.1214/17-AOP1250zbMath1451.60054arXiv1707.04972MaRDI QIDQ1621446
Alexandre B. Simas, Alberto Ohashi, Dorival Leão
Publication date: 8 November 2018
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1707.04972
Generalizations of martingales (60G48) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic calculus of variations and the Malliavin calculus (60H07)
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