Blar i Institutt for matematiske fag på tidsskrift "Proceedings of the Royal Society. Mathematical, Physical and Engineering Sciences"
Viser treff 1-2 av 2
-
Algebraic structures and stochastic differential equations driven by Levy processes
(Peer reviewed; Journal article, 2019)We construct an efficient integrator for stochastic differential systems driven by Lévy processes. An efficient integrator is a strong approximation that is more accurate than the corresponding stochastic Taylor approximation, ... -
Cumulants, free cumulants and half-shuffles
(Peer reviewed; Journal article, 2015)Free cumulants were introduced as the proper analogue of classical cumulants in the theory of free probability. There is a mix of similarities and differences, when one considers the two families of cumulants. Whereas the ...