Brownian motion, martingales and Itô formula in Clifford analysis
DOI10.1007/s00006-022-01203-5zbMath1493.30096arXiv2201.05876OpenAlexW4225782962WikidataQ113906417 ScholiaQ113906417MaRDI QIDQ2128114
Dmitrii Legatiuk, Swanhild Bernstein
Publication date: 21 April 2022
Published in: Advances in Applied Clifford Algebras (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.05876
Functions of hypercomplex variables and generalized variables (30G35) White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Measures, integration, derivative, holomorphy (all involving infinite-dimensional spaces) (46G99)
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