An infinite-dimensional approach to path-dependent Kolmogorov equations
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Publication:317478
DOI10.1214/15-AOP1031zbMath1356.60101arXiv1312.6165MaRDI QIDQ317478
Giovanni Zanco, Franco Flandoli
Publication date: 30 September 2016
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.6165
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Representations of solutions to partial differential equations (35C99)
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