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math.PR2016
Probabilistic representation formula for the solution of fractional high order heat-type equations
Stefano Bonaccorsi, Mirko D'Ovidio, Sonia Mazzucchi
We propose a probabilistic construction for the solution of a general class of fractional high order heat-type equations in the one-dimensional case, by using a sequence of random…
math.PR2016
An Itô calculus for a class of limit processes arising from random walks on the complex plane
Stefano Bonaccorsi, Craig Calcaterra, Sonia Mazzucchi
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…