I'm facing the problem to try to extend some financial way of reasoning in the case we do not live in the platonic Brownian Motion world. I come from an economic background so I'm stuck on this: the idea is to use, say, an infinitively divisible Lévy process: in that case are my above cited work instrument Itô's lemma and Feynman-Kac theorem applicable?
2026-04-13 08:14:46.1776068086
Itô's lemma and Feynman-Kac theorem for Lévy processes?
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