Functional Kolmogorov equations

DOI10.1007/978-3-319-27128-6_8zbMATH Open1372.60074OpenAlexW2347187781MaRDI QIDQ2813630FDOQ2813630

David-Antoine Fournié, 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_8

Recommendations

• Kolmogorov operators in spaces of continuous functions and equations for measures
• scientific article
• Kolmogorov equations for stochastic PDEs.
• scientific article; zbMATH DE number 3923815
• scientific article

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 (10)

• Markovian integral equations
• Quadratic variation and quadratic roughness
• Optimal control for stochastic Volterra equations with multiplicative Lévy noise
• Stochastic functional Kolmogorov equations. I: Persistence
• Analytical methods for Kolmogorov equations
• Rough differential equations with path-dependent coefficients
• Path-dependent equations and viscosity solutions in infinite dimension
• Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity
• Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation
• Title not available (Why is that?)

This page was built for publication: Functional Kolmogorov equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2813630)