An Itô calculus for a class of limit processes arising from random walks on the complex plane (Q2402425)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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