The Itô transform for a general class of pseudo-differential operators - Mathematics > Analysis of PDEsReportar como inadecuado




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Abstract: We give an Ito type formula for a semi group whose generarator is a positivepseudo-differential operator which does not in general satisfies maximumuprinciple.



Autor: Remi Leandre

Fuente: https://arxiv.org/







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