Functional Kolmogorov equations
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Publication:2813630
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
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?)
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