Stochastic integrals: A combinatorial approach

DOI10.1214/AOP/1024404513zbMATH Open0886.60046OpenAlexW1990540326MaRDI QIDQ1370219FDOQ1370219

Timothy C. Wallstrom, Gian-Carlo Rota

Publication date: 19 April 1998

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1024404513

zbMATH Keywords

symmetric functionorthogonal polynomialmultiple stochastic integraldiscrete and homogeneous chaosKailath-Segall formulapartition of set

Mathematics Subject Classification ID

Partitions of sets (05A18) Random measures (60G57) Symmetric functions and generalizations (05E05) Stochastic integrals (60H05) Feynman diagrams (81T18) Binomial coefficients; factorials; (q)-identities (11B65)

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Cited In (27)

• Central limit theorems for double Poisson integrals
• Title not available (Why is that?)
• Stein's method on Wiener chaos
• Quantum flows as Markovian limit of emission, absorption and scattering interactions
• Poisson stochastic master equation unravelings and the measurement problem: A quantum stochastic calculus perspective
• Itô formula for free stochastic integrals
• Asymptotically liberating sequences of random unitary matrices
• Operads of (noncrossing) partitions, interacting bialgebras, and moment-cumulant relations
• Graph-theoretic approach to stochastic integrals with Clifford algebras
• Asymptotics for posterior hazards
• Energy image density property and the lent particle method for Poisson measures
• Cluster Expansions for GIBBS Point Processes
• Infinitesimal invariance of completely Random Measures for 2D Euler Equations
• Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
• A noncrossing basis for noncommutative invariants of \(SL(2, \mathbb C)\)
• Quasi-geometric rough paths and rough change of variable formula
• Monops, monoids and operads: the combinatorics of Sheffer polynomials
• Fock space associated with quadrabasic Hermite orthogonal polynomials
• Free stochastic measures via noncrossing partitions
• Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes
• On Some Applications of a Symbolic Representation of Non Centered Lévy Processes
• Stirling operators in spatial combinatorics
• Linearization coefficients for orthogonal polynomials using stochastic processes
• Convergence of \(U\)-statistics for interacting particle systems
• A moment problem for random discrete measures
• Combinatorics of Poisson Stochastic Integrals with Random Integrands
• Linear and quadratic functionals of random hazard rates: An asymptotic analysis

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