On non-commutative stochastic exponentials

DOI10.1007/978-3-319-96415-7_39OpenAlexW2907259152MaRDI QIDQ2008708FDOQ2008708

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)

• Title not available (Why is that?)
• Quasi-shuffle algebras in non-commutative stochastic calculus
• 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
• Title not available (Why is that?)

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