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An Itô calculus for a class of limit processes arising from random walks on the complex plane

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اقرأ أكثر حفظ في قائمتي
  • معلومة اضافية
    • Contributors:
      Bonaccorsi, Stefano; Calcaterra, Craig; Mazzucchi, Sonia
    • الموضوع:
      2017
    • Collection:
      Università degli Studi di Trento: CINECA IRIS
    • نبذة مختصرة :
      Within the framework of the previous paper (Bonaccorsi and Mazzucchi, 2015), we develop a generalized stochastic calculus for processes associated to higher order diffusion operators. Applications to the study of a Cauchy problem, a Feynman–Kac formula and a representation formula for higher derivatives of analytic functions are also given.
    • Relation:
      info:eu-repo/semantics/altIdentifier/wos/WOS:000408181100002; volume:127; issue:9; firstpage:2816; lastpage:2840; numberofpages:25; journal:STOCHASTIC PROCESSES AND THEIR APPLICATIONS; http://hdl.handle.net/11572/174573; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85011304712; https://www.sciencedirect.com/science/article/pii/S0304414917300017?via=ihub
    • الرقم المعرف:
      10.1016/j.spa.2016.12.009
    • الدخول الالكتروني :
      http://hdl.handle.net/11572/174573
      https://doi.org/10.1016/j.spa.2016.12.009
      https://www.sciencedirect.com/science/article/pii/S0304414917300017?via=ihub
    • Rights:
      info:eu-repo/semantics/openAccess
    • الرقم المعرف:
      edsbas.37B2A96B