The algebra of iterated stochastic integrals (Q4849126)
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scientific article; zbMATH DE number 800433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The algebra of iterated stochastic integrals |
scientific article; zbMATH DE number 800433 |
Statements
The algebra of iterated stochastic integrals (English)
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26 November 1995
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stochastic differential equations
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stochastic integrals
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shuffle algebras
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Lyndon words
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