Weak functional calculus for square-integrable processes

DOI10.1007/978-3-319-27128-6_7zbMATH Open1371.60100OpenAlexW2353918714MaRDI QIDQ2813629FDOQ2813629

Authors: Rama Cont 

Publication date: 24 June 2016

Published in: Advanced Courses in Mathematics - CRM Barcelona (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-27128-6_7

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Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (4)

• Locally Lipschitz BSDE driven by a continuous martingale a path-derivative approach
• Functional canonical analysis for square integrable stochastic processes
• Certain functionals of squared telegraph processes
• Pathwise calculus for non-anticipative functionals

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