Stochastic analysis without probability: study of some basic tools

DOI10.1007/s11868-010-0020-3zbMath1233.47036OpenAlexW2079115684MaRDI QIDQ619636

Rémi Léandre

Publication date: 25 January 2011

Published in: Journal of Pseudo-Differential Operators and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11868-010-0020-3

zbMATH Keywords

path integralconvolution semigroupgeneralised martingale problemnon-Markovian semigroupWiener distribution

Mathematics Subject Classification ID

Brownian motion (60J65) Generalizations of martingales (60G48) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) General theory of stochastic processes (60G07) Generalized stochastic processes (60G20) White noise theory (60H40) Schrödinger and Feynman-Kac semigroups (47D08)

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