A basis for iterated stochastic integrals
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Publication:1897650
DOI10.1016/0378-4754(93)E0061-9zbMath0824.60046MaRDI QIDQ1897650
Publication date: 4 September 1995
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
stochastic differential equation; shuffle product; product of Itô integrals; stochastic Taylor series expansion
60H05: Stochastic integrals
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Cites Work
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- Lyndon Words, Free Algebras and Shuffles
- The algebra of iterated stochastic integrals
- On Burnside's Problem