Geometry and Invariance in Stochastic Dynamics

Chapter 1 Some Recent Developments on Lie Symmetry Analysis of Stochastic Differential Equations

Chapter 2 Markov Processes with Jumps on Manifolds and Lie Groups

Chapter 3 Asymptotic Expansion for a Black–Scholes Model with Small Noise Stochastic Jump-Diffusion Interest Rate

Chapter 4 Stochastic Geodesics

Chapter 5 A Note on Supersymmetry and Stochastic Differential Equations

Chapter 6 Quasi-shuffle Algebras in Non-commutative Stochastic Calculus

Chapter 7 Higher Order Derivatives of Heat Semigroups on Spheres and Riemannian Symmetric Spaces

Chapter 8 Rough Homogenisation with Fractional Dynamics

Chapter 10 McKean Feynman-Kac Probabilistic Representations of Non-linear Partial Differential Equations

Chapter 12 On the Positivity of Local Mild Solutions to Stochastic Evolution Equations

Chapter 13 Invariance of Poisson Point Processes by Moment Identities with Statistical Applications