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Some thoughts on multiparameter stochastic processes

Probability 2007-05-23 v1

Abstract

We suggest to investigate certain non-standard (pseudo-)differential operators in order to construct and to study multi-parameter processes. Our approach will include "classical" multi-parameter Markov processes but will go eventually far beyond.

Keywords

Cite

@article{arxiv.math/0607744,
  title  = {Some thoughts on multiparameter stochastic processes},
  author = {Niels Jacob and Alexander Potrykus},
  journal= {arXiv preprint arXiv:math/0607744},
  year   = {2007}
}