Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations

DOI10.1142/S0219025716500247zbMath1356.60085arXiv1505.02926MaRDI QIDQ2956587

Andrea Cosso, Francesco Russo

Publication date: 18 January 2017

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.02926

zbMATH Keywords

regularizationstrict solutionsItô stochastic differential equationfunctional Itô calculusBanach space valued stochastic calculuspath-dependent partial differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Second-order parabolic equations (35K10) Classical solutions to PDEs (35A09)

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