@inbook{621a7c7872f34fc5a8100599f30bf5f7,
title = "Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations",
abstract = "The paper surveys the basic ideas of stochastic calculus via regularizations in Banach spaces and its applications to the study of strict solutions of Kolmogorov path dependent equations associated with windows of diffusion processes. One makes the link between the Banach space approach and the so called functional stochastic calculus. When no strict solutions are available one describes the notion of strong-viscosity solution which alternative (in infinite dimension) to the classical notion of viscosity solution.",
keywords = "Functional It{\^o} calculus, Path-dependent Kolmogorov equation, Stochastic calculus via regularization in Banach spaces",
author = "Andrea Cosso and \{Di Girolami\}, Cristina and Francesco Russo",
note = "Publisher Copyright: {\textcopyright} 2016 American Mathematical Society.",
year = "2016",
month = jan,
day = "1",
doi = "10.1090/conm/668/13396",
language = "English",
series = "Contemporary Mathematics",
publisher = "American Mathematical Society",
pages = "43--65",
booktitle = "Contemporary Mathematics",
}