The algebra of iterated stochastic integrals
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Publication:4849126
DOI10.1080/17442509408833918zbMath0827.60038OpenAlexW2074330040MaRDI QIDQ4849126
Publication date: 26 November 1995
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509408833918
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Representations of Lie algebras and Lie superalgebras, algebraic theory (weights) (17B10) Stochastic integrals (60H05)
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