Lévy processes and quasi-shuffle algebras-Reference-Cited by-同舟云学术

Lévy processes and quasi-shuffle algebras

Published:2014-03-05 Issue:4 Volume:86 Page:632-642
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Curry Charles¹,Ebrahimi-Fard Kurusch²,Malham Simon J.A.¹,Wiese Anke¹

Affiliation:

1. Maxwell Institute for Mathematical Sciences and School of Mathematical and Computer Sciences, Heriot-Watt University, Edinburgh EH14 4AS, UK

2. Instituto de Ciencias Matemáticas, Consejo Superior de Investigaciones Científicas, C/ Nicolás Cabrera, no. 13-15, 28049 Madrid, Spain

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2013.865131

Reference22 articles.

1. C. Curry, K. Ebrahimi-Fard, S.J.A. Malham, and A. Wiese, Efficient integrators for systems driven by Lévy processes, Heriot-Watt University, in preparation2013.

2. Martingale Representation and All That

3. The Multiplicity of an Increasing Family of $\Sigma$-Fields

4. On Fliess operators driven by L 2-Itô processes

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