An Itô calculus for a class of limit processes arising from random walks on the complex plane (Q2402425): Difference between revisions

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Latest revision as of 08:31, 14 July 2024

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An Itô calculus for a class of limit processes arising from random walks on the complex plane
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    An Itô calculus for a class of limit processes arising from random walks on the complex plane (English)
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    7 September 2017
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    generalized Itô calculus
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    probabilistic representation of solutions of PDEs
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    stochastic processes on the complex plane
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