An It\^o calculus for a class of limit processes arising from random walks on the complex plane

DOI10.1016/J.SPA.2016.12.009zbMath1516.35180arXiv1603.05437MaRDI QIDQ6271584

Sonia Mazzucchi, Craig Calcaterra, Stefano Bonaccorsi

Publication date: 17 March 2016

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Initial-boundary value problems for higher-order parabolic equations (35K35) Integral representations of solutions to PDEs (35C15) Generalized stochastic processes (60G20)

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