Infinite-dimensional calculus under weak spatial regularity of the processes

DOI10.1007/s10959-016-0724-2zbMath1429.60053arXiv1511.05744OpenAlexW2271255737WikidataQ59471496 ScholiaQ59471496MaRDI QIDQ1661583

Franco Flandoli, Giovanni Zanco, Francesco Russo

Publication date: 16 August 2018

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.05744

zbMATH Keywords

infinite-dimensional Itô's formulapath-dependent functionalspath-dependent Kolmogorov equationsstochastic calculus in Hilbert (Banach) spaces

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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