  Probability is an important question in the ontological interpretation of
quantum mechanics. It has been discussed in some trajectory interpretations
such as Bohmian mechanics and stochastic mechanics. New questions arise when
the probability domain extends to the complex space, including the generation
of complex trajectory, the definition of the complex probability, and the
relation of the complex probability to the quantum probability. The complex
treatment proposed in this article applies the optimal quantum guidance law to
derive the stochastic differential equation governing a particle random motion
in the complex plane. The probability distribution of the particle position
over the complex plane is formed by an ensemble of the complex quantum random
trajectories, which are solved from the complex stochastic differential
equation. Meanwhile, this probability distribution is verified by the solution
of the complex Fokker Planck equation. It is shown that quantum probability and
classical probability can be integrated under the framework of complex
probability, such that they can both be derived from the same probability
distribution by different statistical ways of collecting spatial points.
