activity
20172020
most citedA note on time-dependent additive functionals

1 citations · 1 across the 2 of their papers we have counts for

collaborators
Showing 2019Show all

1 paper · 1 filter

math.PR2019

G{â}teaux type path-dependent PDEs and BSDEs with Gaussian forward processes

Adrien Barrasso, Francesco Russo

We are interested in path-dependent semilinear PDEs, where the derivatives are of G{â}teaux type in specific directions k and b, being the kernel functions of a Volterra Gaussian p…