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Results tagged with functional-calculus
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user 36886
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infinite dimensional funtional ito calculus
I've been reading into functional Ito calculus and everything I've come across deals with processes generated by finite dimensional semimartingales. In Dupire's 2009 landmark paper he speaks about pos …
- 5,405
2
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answer
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Fréchet derivative of evaluation-like functional (multivariate)
I'm fairly new to functional calculus but and posting here since the question seems more appropriate than for MSE. When coming across this post I could not help but wonder the following.
Let $H$ be t …
- 5,405