Algebraic structure of multiple stochastic integrals with respect to brownian motions and poisson processes (Q4354634)
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scientific article; zbMATH DE number 1061914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algebraic structure of multiple stochastic integrals with respect to brownian motions and poisson processes |
scientific article; zbMATH DE number 1061914 |
Statements
Algebraic structure of multiple stochastic integrals with respect to brownian motions and poisson processes (English)
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7 April 1998
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Brownian motions
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Poisson processes
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multiple stochastic integrals
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shuffle algebra
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Lyndon basis
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Chen series
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Philip Hall basis
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