Itô–Wentzell Formula and Dupire Stochastic PDE

By Vladimir Lucic

Published 2026-07-15

Everscope rating

1567.5

Relevance to quantitative trading

8 / 10

Implementation complexity

9 / 10

Reproducibility

3 / 5

About this paper

Methodology: Conditional Forward Equation via Ventzel's Theorem and Itô-Wentzell Formula. Problem types: Density Estimation, Risk Management, Portfolio Optimization.

arXiv:2607.12479 · Paper rankings

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