Unified signature cumulants and generalized Magnus expansions (Q5866307)
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scientific article; zbMATH DE number 7541114
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unified signature cumulants and generalized Magnus expansions |
scientific article; zbMATH DE number 7541114 |
Statements
Unified signature cumulants and generalized Magnus expansions (English)
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13 June 2022
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signatures
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Lévy processes
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Markov processes
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stochastic Volterra processes
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universal signature relations for semimartingales
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moment-cumulant relations
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characteristic functions
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diamond product
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Magnus expansion
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