Kernel representation formula: from complex to real Wiener-Itô integrals and vice versa

DOI10.1016/j.spa.2023.104241arXiv2207.09637OpenAlexW4388011603MaRDI QIDQ6145602

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Publication date: 9 January 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.09637

zbMATH Keywords

complex Wiener-Itô integralgeneralized Stroock's formulastochastic heat equation with dispersiontwo-dimensional real Wiener-Itô integral

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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