Bichteler, 1981, Stochastic integration and Lp-theory of semi-martingales, Ann. Probab., 9, 48, 10.1214/aop/1176994509
Buckdahn, 2011, Pathwise Taylor expansions for Itô random fields, Math. Control Relat. Fields, 1, 437, 10.3934/mcrf.2011.1.437
Buckdahn, 2002, Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs, Ann. Probab., 30, 1131, 10.1214/aop/1029867123
R. Buckdahn, J. Ma, J. Zhang, Pathwise viscosity solutions for stochastic PDEs and forward path dependent PDEs, Preprint. arXiv:1501.06978.
Cont, 2013, Functional Itô calculus and stochastic integral representation of martingales, Ann. Probab., 41, 109, 10.1214/11-AOP721
B. Dupire, Functional Itô calculus, papers.ssrn.com.
Ekren, 2015, Viscosity solutions of fully nonlinear parabolic path dependent PDEs: part I, Ann. Probab.
Friz, 2014
Friz, 2010
Gilbarg, 1998
Karandikar, 1995, On pathwise stochastic integration, Stochastic Process. Appl., 57, 11, 10.1016/0304-4149(95)00002-O
Kloeden, 1992
Krylov, 1999, An analytic approach to SPDEs, vol. 64, 185
C. Litterer, H. Oberhauser, A Chen-Fliess approximation for diffusion functionals, Preprint. arXiv:1110.2481.
Lyons, 2007, vol. 1908
Ma, 1999, On linear backward stochastic partial differential equations, Probab. Theory Related Fields, 113, 135, 10.1007/s004400050205
Rozovskii, 1990