The It\ô transform for a general class of pseudo-differential operators

Details The It\ô transform for a general class of pseudo-differential operators The It\ô transform for a general class of pseudo-differential operators

2010-06-13

arxiv.org/abs/1006.2554v1

Mathematics

Analysis of PDEs

Scientific paper

We give an Ito type formula for a semi group whose generarator is a positive
pseudo-differential operator which does not in general satisfies maximumu
principle.

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