The It\\^o transform for a general class of pseudo-differential operators
Analysis of PDEs
2010-06-15 v1
Abstract
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.
Cite
@article{arxiv.1006.2554,
title = {The It\\^o transform for a general class of pseudo-differential operators},
author = {Remi Leandre},
journal= {arXiv preprint arXiv:1006.2554},
year = {2010}
}