Itô formula for an integro-differential operator without an associated stochastic process

DOI10.1142/9789814313179_0030zbMath1285.47053OpenAlexW1978226749MaRDI QIDQ4919447

Rémi Léandre

Publication date: 14 May 2013

Published in: Progress in Analysis and Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789814313179_0030

zbMATH Keywords

Itô formulaintegro-differential generator

Mathematics Subject Classification ID

Stochastic analysis (60H99) Integro-differential operators (47G20)

Related Items (4)

Stochastic analysis without probability: study of some basic tools ⋮ A path-integral approach to the Cameron-Martin-Maruyama-Girsanov formula associated to a bi-Laplacian ⋮ The Itô-Stratonovich formula for an operator of order four ⋮ A Class of Non-Markovian Pseudo-differential Operators of Lévy Type

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