| dc.contributor.author | Curry, Charles Henry Alexander | |
| dc.contributor.author | Ebrahimi-Fard, Kurusch | |
| dc.contributor.author | Patras, Frederic | |
| dc.date.accessioned | 2019-07-09T05:40:42Z | |
| dc.date.available | 2019-07-09T05:40:42Z | |
| dc.date.created | 2018-09-25T14:48:23Z | |
| dc.date.issued | 2019 | |
| dc.identifier.citation | Lecture Notes in Computational Science and Engineering. 2019, 126 439-447. | nb_NO |
| dc.identifier.issn | 1439-7358 | |
| dc.identifier.uri | http://hdl.handle.net/11250/2603778 | |
| dc.description.abstract | Using non-commutative shuffle algebra, we outline how the Magnus expansion allows to define explicit stochastic exponentials for matrix-valued continuous semimartingales and Stratonovich integrals. | nb_NO |
| dc.language.iso | eng | nb_NO |
| dc.publisher | Springer Verlag | nb_NO |
| dc.title | On non-commutative stochastic exponentials | nb_NO |
| dc.type | Journal article | nb_NO |
| dc.type | Peer reviewed | nb_NO |
| dc.description.version | publishedVersion | nb_NO |
| dc.source.pagenumber | 439-447 | nb_NO |
| dc.source.volume | 126 | nb_NO |
| dc.source.journal | Lecture Notes in Computational Science and Engineering | nb_NO |
| dc.identifier.doi | 10.1007/978-3-319-96415-7_39 | |
| dc.identifier.cristin | 1613468 | |
| dc.relation.project | Norges forskningsråd: 231632 | nb_NO |
| dc.description.localcode | This article will not be available due to copyright restrictions (c) 2019 by Springer | nb_NO |
| cristin.unitcode | 194,63,15,0 | |
| cristin.unitname | Institutt for matematiske fag | |
| cristin.ispublished | true | |
| cristin.fulltext | original | |
| cristin.qualitycode | 1 | |
