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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| English | 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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