most citedCalculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations

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

collaborators

2 papers

math.PR2014★ 1 cited

Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations

Andrea Cosso, Cristina Di Girolami, Francesco Russo

The paper reminds the basic ideas of stochastic calculus via regularizations in Banach spaces and its applications to the study of strict solutions of Kolmogorov path dependent equ…

math.PR2010

Clark-Ocone type formula for non-semimartingales with finite quadratic variation

Cristina Di Girolami, Francesco Russo

We provide a suitable framework for the concept of finite quadratic variation for processes with values in a separable Banach space using the language of stochastic calculus vi…