Quaternion version of the Itô's formula

DOI10.1016/J.MATCOM.2023.08.040MaRDI QIDQ6567057FDOQ6567057

Authors: Runtian Zeng, Qiankun Song, Shuning Sun 

Publication date: 4 July 2024

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

zbMATH Keywords

Taylor expansionItô's formulaItô process\(\mathcal{HR}\)-calculusquaternion Skew field

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Systems theory; control (93-XX)

Cites Work

• Stochastic differential equations and applications.
• On stochastic differential equations
• Stochastic differential equations. An introduction with applications.
• Conformal martingales and analytic functions.
• Internet of health things encryption via master-slave synchronization for stochastic quaternion-valued neural networks
• Brownian motion in the framework of quaternion analysis

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