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  4. On path-dependent SDEs involving distrib ...

Modern Stochastics: Theory and Applications


Cited by 2
On path-dependent SDEs involving distributional drifts

On SDEs for Bessel Processes in low dimension and path-dependent extensions
Alberto Ohashi, Francesco Russo, Alan Teixeira
https://doi.org/10.30757/ALEA.v20-41
Journal:  Latin American Journal of Probability and Mathematical Statistics Volume 20, Issue 2 (2023), p. 1111
Weak Dirichlet processes and generalized martingale problems
Elena Bandini, Francesco Russo
https://doi.org/10.1016/j.spa.2023.104261
Journal:  Stochastic Processes and their Applications Volume 170 (2024), p. 104261


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