On non-commutative stochastic exponentials

DOI10.1007/978-3-319-96415-7_39MaRDI QIDQ2008708zbMATH OpenOpenAlexFDO

Authors Charles Curry, Kurusch Ebrahimi-Fard, Frédéric Patras

Publication date 26 November 2019

Full work available at URL https://doi.org/10.1007/978-3-319-96415-7_39

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05) Numerical solutions to stochastic differential and integral equations (65C30)

Cited in

(8)

• Quasi-shuffle algebras in non-commutative stochastic calculus
• scientific article; zbMATH DE number 1278026 (Why is no real title available?)
• Noncommutative stochastic integration through decoupling
• Non-commutativity of the exponential spectrum
• Non-commutative notions of stochastic independence
• Cumulants in noncommutative probability theory. I: Noncommutative exchangeability systems
• Non-commutative stochastic independence and cumulants
• scientific article; zbMATH DE number 5374782 (Why is no real title available?)

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