@inbook{a76befad62a74ae19828a81d4cd0bd23,
title = "It{\^o} Classical Stochastic Differential Equations",
abstract = "We elaborate some elements of the classical theory of stochastic differential equations (SDEs) with Lipschitz coefficients in the Markovian and path-dependent framework and we connect those notions with the calculus via regularizations. We also establish the basic links between linear (parabolic or elliptic) partial differential equations and SDEs.",
author = "Francesco Russo and Pierre Vallois",
note = "Publisher Copyright: {\textcopyright} 2022, The Author(s), under exclusive license to Springer Nature Switzerland AG.",
year = "2022",
month = jan,
day = "1",
doi = "10.1007/978-3-031-09446-0\_12",
language = "English",
series = "Bocconi and Springer Series",
publisher = "Springer-Verlag Italia s.r.l.",
pages = "395--444",
booktitle = "Bocconi and Springer Series",
}