Browsing Institutt for matematiske fag by Journals "Proceedings of the Royal Society. Mathematical, Physical and Engineering Sciences"

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    • Algebraic structures and stochastic differential equations driven by Levy processes 

      Curry, Charles Henry Alexander; Ebrahimi-Fard, Kurusch; Malham, Simon J. A.; Wiese, Anke (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 

      Ebrahimi-Fard, Kurusch; Patras, Frederic (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 ...