Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion-Reference-Cited by-同舟云学术

Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion

Published:2015-10-24 Issue: Volume: Page:27-80
ISSN:2194-1009
Container-title:Stochastics of Environmental and Financial Economics
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Author:

Cosso Andrea,Russo Francesco

Publisher

Springer International Publishing

Link

http://link.springer.com/content/pdf/10.1007/978-3-319-23425-0_2

Reference44 articles.

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5. Cont, R., Fournié, D.-A.: Change of variable formulas for non-anticipative functionals on path space. J. Funct. Anal. 259(4), 1043–1072 (2010)

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