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Found 2,043 Documents (Results 1–100)

Testing cubature formulae on Wiener space versus explicit pricing formulae. (English) Zbl 1533.60079

Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 223-248 (2022).
MSC:  60H05 91-10 91G20
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Quasi-shuffle algebras in non-commutative stochastic calculus. (English) Zbl 1499.60167

Ugolini, Stefania (ed.) et al., Geometry and invariance in stochastic dynamics. Selected papers based on the presentations at the the conference on random transformations and invariance in stochastic dynamics, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 378, 89-112 (2021).
MSC:  60H05 60G48 16W99
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