A GIRSANOV FORMULA ASSOCIATED TO A BIG ORDER PSEUDO-DIFFERENTIAL OPERATOR

DOI10.4067/S0719-06462013000100007zbMath1287.35112OpenAlexW2092029258MaRDI QIDQ5415349

Rémi Léandre

Publication date: 12 May 2014

Published in: Cubo (Temuco) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4067/s0719-06462013000100007

zbMATH Keywords

Girsanov formulapseudo-differential operators

Mathematics Subject Classification ID

Pseudodifferential operators as generalizations of partial differential operators (35S05) Generalized stochastic processes (60G20) Higher-order parabolic systems (35K41)

Related Items (3)

Malliavin calculus of Bismut type for an operator of order four on a Lie group ⋮ 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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