scientific article; zbMATH DE number 3068091

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Levy's stochastic area formula in higher dimensions
Invariance principles for stochastic area and related stochastic integrals
On the distribution of the area enclosed by a random walk on \(\mathbb{Z}^2\)
On polymer conformations in elongational flows
Generalized Lévy stochastic areas and selfdecomposability.
Joint characteristic function and simultaneous simulation of iterated Itô integrals for multiple independent Brownian motions
On the simulation of iterated Itô integrals.
A new factorization property of the selfdecomposable probability measures.
On Wiener functionals of order 2 associated with soliton solutions of the KdV equation
A free boundary characterisation of the root barrier for Markov processes
Forward and backward adapted quantum stochastic calculus and double product integrals
On quadratic functionals of the Brownian sheet and related processes
A signed measure on rough paths associated to a PDE of high order: results and conjectures
An analysis of approximation algorithms for iterated stochastic integrals and a Julia and \textsc{Matlab} simulation toolbox
Hypoelliptic heat kernels on infinite-dimensional Heisenberg groups
Functionals of the Brownian Bridge
Duistermaat-Heckman formulas and index theory
Invariants of random knots and links
A decomposition of Bessel Bridges
Approximation of iterated Ito stochastic integrals of the second multiplicity based on the Wiener process expansion using Legendre polynomials and trigonometric functions
scientific article; zbMATH DE number 7318972 (Why is no real title available?)
An uncertainty principle for solutions of the Schrödinger equation on H-type groups
Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs
Mixture representations of noncentral distributions
A short walk in quantum probability
The Atiyah–Singer index theorem
Lévy area for Gaussian processes: a double Wiener-Itô integral approach
Enhanced Gaussian processes and applications
Anomalous thermodynamics in homogenized generalized Langevin systems
A post-predictive view of gaussian processes
A post-predictive view of gaussian processes
Quadratic Wiener functionals and dynamics on Grassmannians
Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs
Strong convergence of an adaptive time-stepping Milstein method for SDEs with monotone coefficients
Formulae for Mixed Moments of Wiener Processes and a Stochastic Area Integral
On the (non)stationary density of fractional-driven stochastic differential equations
Karhunen-Loève expansions of \(\alpha\)-Wiener bridges
Euler polynomials, Bernoulli polynomials, and Lévy's stochastic area formula
Yule's ``Nonsense correlation: moments and density
The Bernoulli clock: probabilistic and combinatorial interpretations of the Bernoulli polynomials by circular convolution
The subelliptic heat kernels on \(\mathbf{SL}(2,\mathbb{R})\) and on its universal covering \(\widetilde{\mathbf{SL}(2,\mathbb{R})}\): Integral representations and some functional inequalities
Transformations and quadratic forms on Wiener spaces
An approximation of small-time probability density functions in a general jump diffusion model
Loop soup representation for zeta-regularised determinants of twisted Laplacians and covariant Symanzik identities
Local limit theorems for random walks on nilpotent Lie groups
The central limit theorem on nilpotent Lie groups
Quaternionic stochastic areas on quaternionic full flag manifolds and applications
Multilevel Monte Carlo simulation of Coulomb collisions
Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes
Complexity and effective dimension of discrete Lévy areas
Dimension free and infinite variance tail estimates on Poisson space
Precise estimates for the subelliptic heat kernel on H-type groups
The Itô-Nisio theorem, quadratic Wiener functionals, and 1-solitons
Hyperbolic measures, moments and coefficients. Algebra on hyperbolic functions

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