Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
A Differentiation Theory for Itô's Calculus
A linearized Kuramoto-Sivashinsky PDE via an imaginary-Brownian-time-Brownian-angle process
Applications of the quadratic covariation differentiation theory: variants of the Clark-Ocone and Stroock's formulas
Brownian-time Brownian motion SIEs on $\Rp\times\Rd$: Ultra Regular direct and lattice-limits solutions, and fourth order SPDEs links
Brownian-Time Processes: The PDE Connection and the Half-Derivative Generator
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