An Itô calculus for a class of limit processes arising from random walks on the complex plane (Q2402425): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.spa.2016.12.009 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPA.2016.12.009 / rank | |||
Normal rank | |||
Latest revision as of 10:46, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Itô calculus for a class of limit processes arising from random walks on the complex plane |
scientific article |
Statements
An Itô calculus for a class of limit processes arising from random walks on the complex plane (English)
0 references
7 September 2017
0 references
generalized Itô calculus
0 references
probabilistic representation of solutions of PDEs
0 references
stochastic processes on the complex plane
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
