Quasi-shuffle algebras in non-commutative stochastic calculus

DOI10.1007/978-3-030-87432-2_6zbMath1499.60167arXiv2004.06945OpenAlexW3016708187MaRDI QIDQ2107410

Frédéric Patras, Kurusch Ebrahimi-Fard

Publication date: 1 December 2022

Full work available at URL: https://arxiv.org/abs/2004.06945

zbMATH Keywords

Itô integralStratonovich integralMagnus formulastochastic exponentialquasi-shuffle

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05) Associative rings and algebras with additional structure (16W99)

Related Items (2)

Shifted substitution in non-commutative multivariate power series with a view toward free probability ⋮ Generalized iterated-sums signatures

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