74 citations · 184 across the 30 of their papers we have counts for
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math.PR2016★ 4 cited
Mild and viscosity solutions to semilinear parabolic path-dependent PDEs
Alexander Kalinin, Alexander Schied
We study and compare two concepts for weak solutions to semilinear parabolic path-dependent partial differential equations (PPDEs). The first is that of mild solutions as it appear…
math.PR2016★ 1 cited
The associativity rule in pathwise functional Itô calculus
Alexander Schied, Iryna Voloshchenko
In this paper we establish the associativity property of the pathwise Itô integral in a functional setting for continuous integrators. Here, associativity refers to the computation…