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

preprint2016arXivOpen access

Abstract

Within the framework of the previous paper [8]. 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.

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