Feynman graph representation to stochastic differential equations driven by Lévy noise

DOI10.1007/978-981-4585-33-0_22MaRDI QIDQ5263706zbMATH OpenOpenAlexFDO

Authors Boubaker Smii

Publication date 17 July 2015

Published in International Conference on Mathematical Sciences and Statistics 2013 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-981-4585-33-0_22

zbMATH Keywords

stochastic differential equationsFeynman graphsgeneralized Ornstein-Uhlenbeck processLévy noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(4)

• PERFECT STOCHASTIC SUMMATION IN HIGH ORDER FEYNMAN GRAPH EXPANSIONS
• The Feynman graph representation of convolution semigroups and its applications to Lévy statistics
• The SPDE approach to Matérn fields: graph representations
• Graphwise defined retarded distributions for an LSZ-field theory

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