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Some thoughts on multiparameter stochastic processes

Niels Jacob·Alexander Potrykus
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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.

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Niels Jacob, Alexander Potrykus. 2006-07-28. Some thoughts on multiparameter stochastic processes. https://arxiv.org/abs/math/0607744

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