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20132025
most citedAn infinite-dimensional approach to path-dependent Kolmogorov equations

32 citations · 32 across the 7 of their papers we have counts for

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Showing 2015Show all

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math.PR2015

Infinite-dimensional calculus under weak spatial regularity of the processes

Franco Flandoli, Francesco Russo, Giovanni Zanco

Two generalizations of Itô formula to infinite-dimensional spaces are given. The first one, in Hilbert spaces, extends the classical one by taking advantage of cancellations, when…