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Brownian motion in the framework of quaternion analysis |
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| Authors: | Svetlin G Georgiev |
| Institution: | Department of Differential Equations, Sofia University, Faculty of Mathematics and Informatics, Sofia, Bulgaria |
| Abstract: | AbstractWe study Brownian motion in the setting of quaternion analysis. We give a quaternion version of the Itô’s integral. |
| Keywords: | Quaternion analysis Stochastic process Brownian motion Itô’s integral |