On non-commutative stochastic exponentials

DOI10.1007/978-3-319-96415-7_39OpenAlexW2907259152MaRDI QIDQ2008708

Charles Curry, Kurusch Ebrahimi-Fard, Frédéric Patras

Publication date: 26 November 2019

Full work available at URL: https://doi.org/10.1007/978-3-319-96415-7_39

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (1)

Quasi-shuffle algebras in non-commutative stochastic calculus

This page was built for publication: On non-commutative stochastic exponentials