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

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scientific article; zbMATH DE number 6770589
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    An Itô calculus for a class of limit processes arising from random walks on the complex plane
    scientific article; zbMATH DE number 6770589

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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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