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Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations
16 references·1 citing·36 second hop
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  • 1979Calcul Stochastique et Problèmes de Martingales1,161 cited
  • 2005Backward stochastic differential equations and quasilinear parabolic partial differential equations782 cited
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  • 2010Change of variable formulas for non-anticipative functionals on path space172 cited
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  • 2007Elements of Stochastic Calculus via Regularization122 cited
  • 2009A functional extension of the Ito formula72 cited
  • 2003Approximation at First and Second Order of $m$-order Integrals of the Fractional Brownian Motion and of Certain Semimartingales50 cited
  • 2016An infinite-dimensional approach to path-dependent Kolmogorov equations35 cited

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  • 2016An infinite-dimensional approach to path-dependent Kolmogorov equations32 cited
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    • 2018Stochastic systems with memory and jumps32 cited