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