Feynman Graph Representation to Stochastic Differential Equations Driven by Lévy Noise

DOI10.1007/978-981-4585-33-0_22zbMATH Open1318.60070OpenAlexW84051114MaRDI QIDQ5263706FDOQ5263706

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)

Cited In (3)

• PERFECT STOCHASTIC SUMMATION IN HIGH ORDER FEYNMAN GRAPH EXPANSIONS
• The SPDE approach to Matérn fields: graph representations
• Graphwise defined retarded distributions for an LSZ-field theory

This page was built for publication: Feynman Graph Representation to Stochastic Differential Equations Driven by Lévy Noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5263706)