Semilinear Kolmogorov equations on the space of continuous functions via BSDEs-Reference-Cited by-同舟云学术

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Semilinear Kolmogorov equations on the space of continuous functions via BSDEs

Published:2021-06 Issue: Volume:136 Page:1-56
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Masiero Federica,Orrieri Carlo,Tessitore Gianmario,Zanco Giovanni

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference34 articles.

1. Path-dependent Hamilton-Jacobi equations in infinite dimensions;Bayaraktar;J. Funct. Anal.,2018

2. Representation and control of infinite dimensional systems;Bensoussan,2007

3. Representation theorem for general stochastic delay equations;Chojnowska-Michalik;Bull. Acad. Polon. Sci. Sér. Sci. Math. Astronom. Phys.,1978

4. Functional Itô calculus and stochastic integral representation of martingales;Cont;Ann. Probab.,2013

5. A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance;Cordoni,2019

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Feynman–Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations;Nonlinear Differential Equations and Applications NoDEA;2023-08-29

2. Partial smoothing of delay transition semigroups acting on special functions;Journal of Differential Equations;2022-04

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