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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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math.PR2019

Semilinear Kolmogorov equations on the space of continuous functions via BSDEs

Federica Masiero, Carlo Orrieri, Gianmario Tessitore +1

We deal with a class of semilinear parabolic PDEs on the space of continuous functions that arise, for example, as Kolmogorov equations associated to the infinite-dimensional lifti…