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An infinite-dimensional approach to path-dependent Kolmogorov equations

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References

2019Functional Itô calculus257 cited
2013Functional Itô calculus and stochastic integral representation of martingales252 cited
2014On viscosity solutions of path dependent PDEs181 cited
2010Change of variable formulas for non-anticipative functionals on path space172 cited
2016Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part I119 cited
2015BSDE, path-dependent PDE and nonlinear Feynman-Kac formula83 cited
2005Stochastic Optimal Control of Delay Equations Arising in Advertising Models82 cited
2009A functional extension of the Ito formula72 cited
2010Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations55 cited
2015Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations44 cited

Cited by

2016Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations32 cited
2018Stochastic systems with memory and jumps32 cited
2017Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks28 cited

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