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 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 11 Bernstein Processes, Isovectors and Mechanics

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