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arxiv: 1603.05437 · v1 · pith:BEKVZEZWnew · submitted 2016-03-17 · 🧮 math.PR

An It\^o calculus for a class of limit processes arising from random walks on the complex plane

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Within the framework of the previous paper [8]. we develop a generalized stochastic calculus for processes associated to higher order diffusion operators. Applications to the study of a Cauchy problem, a Feynman-Kac formula and a representation formula for higher derivatives of analytic functions are also given.

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