Quasi-shuffle algebras in non-commutative stochastic calculus (Q2107410)

From MaRDI portal

Revision as of 23:25, 30 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Quasi-shuffle algebras in non-commutative stochastic calculus	scientific article

Statements

scholarly article

0 references

Quasi-shuffle algebras in non-commutative stochastic calculus (English)

0 references

publication date

1 December 2022

0 references

full work available at URL

https://arxiv.org/abs/2004.06945

0 references

zbMATH Keywords

quasi-shuffle

0 references

Itô integral

0 references

stochastic exponential

0 references

Magnus formula

0 references

Stratonovich integral

0 references

Kurusch Ebrahimi-Fard

0 references

Frédéric Patras

0 references

MaRDI profile type

MaRDI publication profile

0 references

THE EXPONENTIAL REPRESENTATION OF FLOWS AND THE CHRONOLOGICAL CALCULUS

0 references

Chronological algebras and nonstationary vector fields

0 references

Local invariants of smooth control systems

0 references

Control theory from the geometric viewpoint.

0 references

A Comprehensive Introduction to Sub-Riemannian Geometry

0 references

Functionals of multidimensional diffusions with applications to finance

0 references

An analytic problem whose solution follows from a simple algebraic identity

0 references

Higher order Ito product formula and generators of evolutions and flows

0 references

Stochastic flows and Taylor series

0 references

Algebraic renormalisation of regularity structures

0 references

Left-symmetric algebras, or pre-Lie algebras in geometry and physics

0 references

Tridendriform structure on combinatorial Hopf algebras.

0 references

Two interacting Hopf algebras of trees: a Hopf-algebraic approach to composition and substitution of B-series.

0 references

On the structure of free Baxter algebras

0 references

0 references

Classical Hopf Algebras and Their Applications

0 references

Asymptotic expansion of stochastic flows

0 references

0 references

ENVELOPING ALGEBRAS OF PRELIE ALGEBRAS, SOLOMON IDEMPOTENTS AND THE MAGNUS FORMULA

0 references

Integration of paths, geometric invariants and a generalized Baker-Hausdorff formula

0 references

Algebras of Iterated Path Integrals and Fundamental Groups

0 references

Hopf algebras, renormalization and noncommutative geometry

0 references

Lévy processes and quasi-shuffle algebras

0 references

On non-commutative stochastic exponentials

0 references

Algebraic structures and stochastic differential equations driven by Lévy processes

0 references

Loday-type algebras and the Rota-Baxter relation

0 references

A Magnus- and Fer-type formula in dendriform algebras.

0 references

Algebraic structure of stochastic expansions and efficient simulation

0 references

The tridendriform structure of a discrete Magnus expansion

0 references

The pre-Lie structure of the time-ordered exponential

0 references

The exponential Lie series for continuous semimartingales

0 references

Flows and stochastic Taylor series in Itô calculus

0 references

From Iterated Integrals and Chronological Calculus to Hopf and Rota–Baxter Algebras

0 references

Ecalle's arborification-coarborification transforms and Connes-Kreimer Hopf algebra

0 references

Lie Theory for Quasi-Shuffle Bialgebras

0 references

Deformations of shuffles and quasi-shuffles

0 references

The algebra of iterated stochastic integrals

0 references

Ramification of rough paths

0 references

Abstract integration, Combinatorics of Trees and Differential Equations

0 references

0 references

Solving the KPZ equation

0 references

A theory of regularity structures

0 references

Geometric versus non-geometric rough paths

0 references

Quasi-shuffle products

0 references

Quasi-shuffle products revisited

0 references

HOPF-ALGEBRAIC ASPECTS OF ITERATED STOCHASTIC INTEGRALS

0 references

Sticky Shuffle Product Hopf Algebras and their Stochastic Representations

0 references

0 references

Multiplicative decomposition of non-singular matrix valued continuous semimartingales

0 references

0 references

Une dualité entre simplexes standards et polytopes de Stasheff

0 references

Hopf algebras of formal diffeomorphisms and numerical integration on manifolds

0 references

Differential equations driven by rough signals

0 references

Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.

0 references

On the exponential solution of differential equations for a linear operator

0 references

0 references

Renormalization: a quasi-shuffle approach

0 references

Right-handed Hopf algebras and the preLie forest formula

0 references

0 references

On the Hopf algebraic structure of Lie group integrators.

0 references

The Hopf algebra of rooted trees, free Lie algebras, and Lie series

0 references

Natural endomorphisms of quasi-shuffle Hopf algebras

0 references

On the Lie enveloping algebra of a pre-Lie algebra

0 references

Lie elements and an algebra associated with shuffles

0 references

0 references

Baxter algebras and combinatorial identities. II

0 references

0 references

0 references

The Campbell-Baker-Hausdorff-Dynkin formula and solutions of differential equations

0 references

Identifiers

zbMATH Open document ID

0 references

10.1007/978-3-030-87432-2_6

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2107410

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2107410&oldid=37466391"