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Oct 15, 2020 at 17:17 history edited user128095 CC BY-SA 4.0
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Oct 13, 2020 at 12:11 history edited user128095 CC BY-SA 4.0
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Oct 13, 2020 at 10:47 comment added user128095 @MartinHairer Thank you very kindly for pointing out my mistake. How should we call these equations in the literature? An idea is to study the regularity of the map $t\mapsto \Lambda_t$, however I am unable to find the associated PDE. Do we have some similar Feyman-Kac formula that connects this equation and PDE?
Oct 13, 2020 at 10:41 history edited user128095 CC BY-SA 4.0
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Oct 13, 2020 at 8:54 comment added Martin Hairer These equations aren't SDEs so it's really not clear whether one should take what you ask at face value or whether you mean something completely different (maybe with an integral over the last term on the r.h.s.).
S Oct 13, 2020 at 8:30 history suggested gmvh CC BY-SA 4.0
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Oct 13, 2020 at 7:53 review Suggested edits
S Oct 13, 2020 at 8:30
Oct 13, 2020 at 1:08 comment added user128095 Here we assume the existence of the solution $Y$.
Oct 12, 2020 at 23:33 history edited user128095 CC BY-SA 4.0
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Oct 12, 2020 at 22:41 history edited user128095 CC BY-SA 4.0
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Oct 12, 2020 at 21:11 history asked user128095 CC BY-SA 4.0