50 citations · 202 across the 30 of their papers we have counts for
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math.PR2013★ 11 cited
Levy Processes and Quasi-Shuffle Algebras
Charles Curry, Kurusch Ebrahimi-Fard, Simon J. A. Malham +1
We investigate the algebra of repeated integrals of semimartingales. We prove that a minimal family of semimartingales generates a quasi-shuffle algebra. In essence, to fulfill the…
math.DS2013★ 2 cited
Computing the Maslov index for large systems
Margaret Beck, Simon J. A. Malham
We address the problem of computing the Maslov index for large linear symplectic systems on the real line. The Maslov index measures the signed intersections (with a given referenc…