2016/03/17 by Stefano Bonaccorsi, Bonaccorsi, Stefano, Craig Calcaterra +3
Economics, Econometrics and Finance · Mathematics · #Calculus (dental) #Cauchy distribution #Class (philosophy) #Computer science #Differential equation #Diffusion #FOS: Mathematics #Feynman diagram #Limit (mathematics) #Malliavin calculus #Mathematical analysis #Mathematical physics #Mathematics #Multivariable calculus #Order (exchange) #Physics #Probability (math.PR) #Pure mathematics #Quantum mechanics #Random walk #Representation (politics) #Stochastic calculus #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Time-scale calculus #advanced mathematical theories #math.PR
paper · pdf · doi:10.48550/arxiv.1603.05437
arxiv created 2016/03/17 · openalex publication_date 2016/03/17 · arxiv updated 2016/03/18 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/04
Within the framework of the previous paper [8]. we develop a generalized\nstochastic calculus for processes associated to higher order diffusion\noperators. Applications to the study of a Cauchy problem, a Feynman-Kac formula\nand a representation formula for higher derivatives of analytic functions are\nalso given.\n