A backward Itô–Ventzell formula with an application to stochastic interpolation
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en
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Este ítem está publicado en
Comptes Rendus. Mathématique. 2020, vol. 358, n° 7, p. 881-886
Académie des sciences (Paris)
Resumen en inglés
This Note and its extended version [7] present a novel backward Itô–Ventzell formula and anextension of the Aleeksev–Gröbner interpolating formula to stochastic flows. We also present some naturalspectral ...Leer más >
This Note and its extended version [7] present a novel backward Itô–Ventzell formula and anextension of the Aleeksev–Gröbner interpolating formula to stochastic flows. We also present some naturalspectral conditions that yield direct and simple proofs of time uniform estimates of the difference betweenthe two stochastic flows when their drift and diffusion functions are not the same.< Leer menos
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