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The exponential Lie series for continuous semimartingales
Kurusch Ebrahimi-Fard
,
Simon John Malham
, Frederic Patras
,
Anke Wiese
School of Mathematical & Computer Sciences
Mathematics
Actuarial Mathematics & Statistics
Research output
:
Contribution to journal
›
Article
›
peer-review
15
Citations (Scopus)
122
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Mathematics
Approximate Solution
25%
Change of Basis
25%
Differential System
25%
Explicit Formula
25%
Lie Algebra
25%
Lie Group
25%
Manifold
25%
Stochastic Differential
25%
Vector Field
100%
INIS
approximations
25%
corrections
25%
lie groups
50%
power
25%
solutions
50%
stochastic processes
25%
vector fields
100%