Unified Signature Cumulants and Generalized Magnus Expansions (Q6359978)

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scientific article; zbMATH DE number 7541114
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Unified Signature Cumulants and Generalized Magnus Expansions
scientific article; zbMATH DE number 7541114

    Statements

    publication date
    5 February 2021
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    arXiv classification
    math.PR
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    author
    Peter K. Friz
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    Paul Hager
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    Nikolas Tapia
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    Identifiers

    arXiv ID
    2102.03345
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    Mathematics Subject Classification ID
    60L10
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    60L90
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    60E10
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    60G44
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    60G48
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    60G51
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    60J76
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    zbMATH DE Number
    7541114
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    DOI
    10.1017/fms.2022.20
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