Some thoughts on multiparameter stochastic processes
概率论
2007-05-23 v1
摘要
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.
引用
@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}
}