On the integration of Ito equations with a random or a W-symmetry
Article in Journal of Mathematical Physics (December 2023)
The most recent citing publication is shown below. View this citation on Dimensions.
Geometry and Invariance in Stochastic Dynamics
Overview of attention for book
Table of Contents
-
Altmetric BadgeBook Overview
-
Altmetric BadgeChapter 1 Some Recent Developments on Lie Symmetry Analysis of Stochastic Differential Equations
-
Altmetric BadgeChapter 2 Markov Processes with Jumps on Manifolds and Lie Groups
-
Altmetric BadgeChapter 3 Asymptotic Expansion for a Black–Scholes Model with Small Noise Stochastic Jump-Diffusion Interest Rate
-
Altmetric BadgeChapter 4 Stochastic Geodesics
-
Altmetric BadgeChapter 5 A Note on Supersymmetry and Stochastic Differential Equations
-
Altmetric BadgeChapter 6 Quasi-shuffle Algebras in Non-commutative Stochastic Calculus
-
Altmetric BadgeChapter 7 Higher Order Derivatives of Heat Semigroups on Spheres and Riemannian Symmetric Spaces
-
Altmetric BadgeChapter 8 Rough Homogenisation with Fractional Dynamics
-
Altmetric BadgeChapter 10 McKean Feynman-Kac Probabilistic Representations of Non-linear Partial Differential Equations
-
Altmetric BadgeChapter 11 Bernstein Processes, Isovectors and Mechanics
-
Altmetric BadgeChapter 12 On the Positivity of Local Mild Solutions to Stochastic Evolution Equations
-
Altmetric BadgeChapter 13 Invariance of Poisson Point Processes by Moment Identities with Statistical Applications
Attention for Chapter 3:
Asymptotic Expansion for a Black–Scholes Model with Small Noise Stochastic Jump-Diffusion Interest Rate