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arXiv · 1006.2554

The It\\^o transform for a general class of pseudo-differential operators

Remi Leandre
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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.

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Remi Leandre. 2010-06-13. The It\\^o transform for a general class of pseudo-differential operators. https://arxiv.org/abs/1006.2554

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